Preheat your smoker or oven to 275°F (135°C). If using an oven, place a wire rack on a baking sheet.
Wear gloves. Slice each of the 12 jalapeños in half lengthwise and use a small spoon to scoop out seeds and membranes.
In a medium bowl, combine 8 ounces softened cream cheese, 1 cup chopped smoked brisket, and 1 teaspoon BBQ rub until well blended.
Stuff each jalapeño half generously with the cream cheese–brisket mixture.
Wrap one slice of thin-cut bacon around each stuffed jalapeño half, overlapping the ends to secure (use toothpicks if needed).
Sprinkle additional BBQ rub over the bacon-wrapped jalapeños.
Arrange the wrapped jalapeños on smoker grates or the wire rack. Smoke or bake at 275°F for 1.5–2 hours, or at 375°F (190°C) in an oven for 30–40 minutes, until bacon is crisp and peppers are tender-crisp.
During the last 15–20 minutes, brush each Twinkie with ½ cup BBQ sauce and continue cooking until the sauce is caramelized.
Remove from heat and let rest a few minutes before serving warm.