Make buttermilk brine by combining ½ gallon buttermilk with ½ cup coarse kosher salt. Stir for 2 minutes or until dissolved.
Place chicken into brine-safe lidded container.
Pour buttermilk brine over chicken to cover.
Place container with chicken into fridge for 4 hours during brining.
Rinse chicken well to remove any residual salt and discard brine.
Lay chicken thighs flat on cutting board.
Season liberally with Jeff's original rub.
Place ½ white cheddar cheese stick and 1 teaspoon of diced jalapeño onto chicken thigh
Fold chicken thigh over.
Wrap stretched piece of bacon around chicken thigh to hold it closed.
Wrap another piece of bacon from end to end to keep the cheese from coming out once it melts.
Smoke chicken thighs for about 1.5 hours at 250°F using apple or other smoking wood.