Place the toothpicks into a cup of water to allow them to soak.
Slice the sausage links into 1/2 inch slices.
Remove the bacon from the package and slice it down the middle so that each slice of bacon has been cut in half.
In a small bowl, add the cream cheese, Sriracha sauce, Worcestershire sauce, and shredded cheese. Mix until it's fully combined.
Place the cream cheese mixture into a pipping bag or baggie and set aside.
Grab a slice of sausage link and wrap a piece of bacon around the bottom of the sausage so it creates a cup and the sausage is the bottom that will hold the ingredients inside the cup.
Use a toothpick to hold the bacon into place with it cooks.
Fill each bacon shot with the cream cheese mixture.
Slice the jalapeno and place a slice on top of each bacon shot.
Place the bacon shots in the preheated smoker grill at 350 degrees for about 30 minutes or until the bacon is done.
Allow the bacon shots to cool slightly.
Remove the toothpick before serving. The bacon shot will hold in place after it's cooked.