Preheat the smoker to 250 degrees F.
Mix sausage, cream cheese, cheddar cheese, and green onions together in a bowl.
Prepare jalapeños by cutting off the ends, slicing them lengthwise, removing seeds, and stuffing with the sausage mixture.
Place chicken breasts on a baking sheet lined with parchment, season with Cajun seasoning and pepper. Place a stuffed jalapeño on each chicken breast, roll it up, and secure with bacon using toothpicks.
Smoke the chicken bombs on the grill grates for about 4 hours, flipping halfway through. Brush with BBQ sauce and cook for an additional 20-30 minutes until the internal temperature reaches 165 degrees F.