Slice the Base: Slice the smoked sausage into 1/2-inch thick rounds. These will be the "bottoms" of your pig shots.
Build the Cups: Cut the bacon strips in half. Wrap one half-strip of bacon around each sausage round to create a "shot glass" shape. Secure the bacon to the sausage with a toothpick. Pro Tip: Do this on a flat cutting board to ensure the bottom of the sausage and bacon are flush.
Mix the Filling: In a medium bowl, combine the softened cream cheese, Mexican cheese blend, diced chilis, and 1 tablespoon of BBQ rub. Mix until smooth.
Pipe the Filling: Transfer the mixture into a piping bag or a plastic bag with the corner snipped off. Pipe the filling into each bacon-wrapped sausage cup until nearly full.
Add the Kick: Top each filled pig shot with a fresh jalapeño slice.
The Final Dusting: Place all the pig shots on a wire cooling rack. Dust the tops and sides generously with extra BBQ rub.
The Setup: Prepare your Big Green Egg for indirect cooking at 300°F using the ConvEGGtor. Add a chunk of hickory or cherry wood for smoke.
The Smoke: Place the wire rack on the grill. Smoke for 60 to 90 minutes until the bacon is fully rendered and the cheese is golden and bubbly.
The Drizzle: Remove the pig shots from the grill. Drizzle Lane’s BBQ Southbound (or Carolina Gold) sauce over the top of each shot while they are still hot.
Rest and Serve: Let them rest on a cutting board for 5 to 10 minutes to allow the cheese to set. Serve warm and enjoy!