In a medium bowl, stir together the softened cream cheese, cheddar cheese, garlic cloves and ground cumin until it becomes one cohesive mixture.
Slice off the stems of the jalapeños and cut them in half. Remove the seeds and membrane inside the peppers.
Use a small spoon to spread the cream cheese mixture into each jalapeño half and set aside. Don't overfill them.
Wrap the cream cheese-filled jalapeño halves with a strip of uncooked bacon. Secure at both ends with toothpicks.
Place in the smoker. Close the lid and smoke until the bacon browns and the peppers soften. After smoking, broil for 30-60 seconds to crisp the bacon.