Preheat the smoker to 250 degrees Fahrenheit.
Take a jalapeno, slice it across the top lengthwise, just through one side of the jalapeno.
Using a small spoon, (a ½ teaspoon measuring spoon works the best) scoop out all the filling and seeds from the inside of the jalapeno.
Place the jalapenos on the preheated smoker and smoke the jalapenos for 20 minutes.
While the jalapenos are smoking, mix together the cream cheese, shredded brisket, and colby jack cheese in a large bowl.
After the jalapenos have smoked for 20 minutes, remove them from the smoker and stuff each of the jalapenos with the cream cheese mixture.
Next, take 1 slice of Bacon and carefully wrap it around the whole jalapeno, making sure to fully encase it. If your jalapenos are larger it might take 2 slices of bacon to wrap it.
Season the outside of the bacon with the BBQ Rub and set to the side. Repeat this for all the other jalapenos until completed.
Add your Texas Twinkies to the smoker and let cook for about 1 ½ hours or until the bacon has become dark amber and crispy.
During the last 10 minutes of cooking, glaze the outside of each Twinkie with BBQ sauce and let cook to get a nice sheen.
Once done, pull them off and let them cool for 5 minutes before you enjoy them.