Preheat the oven to 375 degrees Fahrenheit and line a baking sheet with parchment paper. You may add a baking rack to the pan if desired, just give it a light spray with pan spray.
Slice 12 ounces smoked sausage into about 24 slices, or double the amount of bacon slices you have.
Cut 1 pound thick-cut bacon in half. Roll each sausage round up in a slice of bacon so the edge of the bacon matches up with the bottom edge of the sausage. Use a toothpick skewered through the bacon and entire piece of sausage to secure the two together. The result should look like a cup.
Set the little cups on the prepared baking sheet and set aside.
Make the filling by combining 8 ounces cream cheese, 1 cup shredded cheddar cheese, ¼ cup diced jalapeno, and 1 teaspoon barbecue rub seasoning. Scoop the filling into a large ziplock bag, snip the corner, and squeeze the filling into the cups until they are nearly full. Don’t overfill them! The filling will expand as it bakes.
If desired, place sliced jalapeños on top of some or all of the pig shots.
Make the glaze by combining ⅓ cup barbecue sauce, 1 tablespoon real maple syrup, and 2 tablespoons brown sugar in a small bowl.
Brush the tops of the pig shots with the glaze and bake for 35-45 minutes or until the bacon is crisp and rendered. Let them cool for a few minutes before serving. I recommend removing the toothpicks before serving.