Pre-heat your grill or smoker to 250°F.
Start by chopping the tops off your jalapeños. Then, using a butter knife, remove the core.
In a small bowl, mix the cream cheese, shredded cheese, and 2 tablespoons of BBQ rub.
Transfer the cream cheese mixture to a piping bag and pipe the mixture into the center of each hollowed-out jalapeño.
Cut the pound of breakfast sausage into 4 equal sections.
Wrap each jalapeño in breakfast sausage to create an egg-shaped ball.
Wrap each one in 2-3 slices of bacon (depending on the size of your jalapeños).
Sprinkle the remaining 4 tablespoons of BBQ rub over the top of the bacon.
Place the Armadillo Eggs directly on the grates of your grill and let them cook for 2 hours.
Coat each Armadillo Egg in a light layer of BBQ sauce.
Place back on the grill for another 30 minutes.
Let cool for 15-20 minutes, then slice in and enjoy!