In a large mixing bowl, combine the Italian sausage, sharp cheddar cheese, Monterey jack cheese, cream cheese, jalapeño pepper and BBQ rub. Mix thoroughly until well combined.
Using a piping bag or small spoon, fill the uncooked manicotti shells with the meat mixture, ensuring there are no air pockets inside. There is no need to cook or soak the pasta shells first.
Cut a piece of bacon in half and wrap each piece over the ends of one pasta tube. Then, lay a second piece of bacon on a cutting board, place shell at one end and roll the bacon around the entire shell, securing the end pieces of bacon in place.
Place the bacon-wrapped shells on a wire rack with a baking sheet or cookie sheet lined with aluminum foil underneath. Sprinkle each shell with barbecue rub and cover with plastic wrap. Refrigerate the shells for 4 hours to soften the pasta shells.
Setup your pellet grill or smoker for indirect heat and preheat to 250°F. For extra flavor, add a small handful of wood chips that have been soaked in water for 30 minutes. Place an empty aluminum pan below the grill grate to catch any grease.
Arrange the stuffed shells in a single layer on the grill grates and smoke for 30 minutes. Turn the shells over and smoke for another 30 minutes. For crispy bacon, increase the temperature to 300°F and cook for 10-15 more minutes.
When the bacon is crisp, brush barbecue sauce over the shells and cook for another 10-15 minutes until the sauce becomes dry. Check the internal temperature of the shells using an instant read meat thermometer. It should be at least 165°F.
Remove the smoked shotgun shells from the smoker and let them rest for 5 minutes. Serve them whole, sliced in half or sliced into medallions. Serve them with a Tex-Mex dip like Texas Caviar.