Preheat the barbecue to medium-high heat (about 220°C / 425°F).
In a bowl, combine the cream cheese, jalapeños, and cheddar cheese.
Place the hot dogs on the hot, oiled grill and cook for 3 to 4 minutes, turning regularly.
Place the buns on the grill and warm them for a few seconds.
Place the hot dogs in the buns and top with the cream cheese mixture.
Turn off the burners on one side of the barbecue. Place the hot dogs on the grill over the unlit burners for indirect cooking. Close the lid and cook for 4 to 5 minutes, until the cheese mixture is hot and slightly melted.
If desired, garnish with crumbled bacon before serving.
Snack bar