Cut the link of smoked sausage into ½ inch pieces.
Cut the slab of bacon in half.
Combine the cream cheese with 3 TBS of Jeff's original rub and spoon into a quart sized zip to bag. Snip off a small corner at the bottom for piping the cream cheese into the "cups".
Wrap a half slice of bacon around a piece of smoked sausage and secure all the way through with a toothpick.
Place a cube of cheddar cheese into the bacon cup
Pipe cream cheese filling into the cup until it's just below the top of the bacon.
Spoon in about ½ teaspoon of diced onions and sprinkle more of Jeff's original rub on top.
Setup your smoker for cooking at about 250°F with indirect heat and apple wood for smoke. If your smoker uses a water pan, fill it up.
Place the pig shots on a Weber grill pan, Bradley rack or even a cooling rack and place that into the smoker for about 90 minutes or until the bacon has a good eating texture and the cheese is melted.
Remove the pig shots from the smoker and serve immediately.