Prep the Peppers: Slice the jalapeños lengthwise. Use a small spoon to remove all seeds and white ribs to create 12 clean "boats."
Season the Cheese: In a small bowl, mix the softened goat cheese with about 1 tablespoon of BBQ rub until smooth and uniform.
Butterfly the Shrimp: Peel and devein the shrimp. Make a shallow cut along the back to butterfly them so they lay flat, then toss them in a light coating of BBQ rub.
Stuff and Layer: Fill each jalapeño half with a spoonful of the seasoned goat cheese. Press a butterflied shrimp firmly on top of the cheese.
Wrap with Bacon: Wrap a full slice of bacon tightly around each stuffed pepper, overlapping the edges to seal in the cheese.
Secure and Season: Insert a toothpick through the center to hold the bacon in place. Apply a final dusting of BBQ rub over the top of the bacon for color and crust.
Fire up the Egg: Prepare your Big Green Egg for indirect grilling with the convEGGtor and stabilize the temperature at 350°F. Add Pecan wood chunks for a sweet smoke.
Set the Grid: Place a drip pan on the convEGGtor. Use a raised grid (like the EGGspander or a DIY bolt-and-grate setup) to position the ABTs high in the dome.
Smoke: Place the ABTs on the raised grid and smoke for 45 minutes. Check occasionally to ensure the bacon is rendering evenly.
Rest and Serve: Remove from the grill once the bacon is crispy and mahogany in color. Let them rest for 5 minutes so the cheese can set before serving.