Preheat oven to 350°F.
Cut the jalapeños into a boat cut. (Click the link above to see how to do a Boat Cut.)
Sprinkle insides of cut jalapeños lightly with salt and pepper, to taste.
Place the jalapeños on a cookie sheet. Place sheet in preheated oven. Cook for about 10 minutes. (Skip this step if you prefer your finished jalapeños to be more raw and crunchy.)
Remove from oven and allow to cool slightly so you can handle them.
Zest the oranges to get about 1/2 teaspoon or so of zest for each 2 poppers you plan to make.
Peel the oranges and divide into sections. Remove all seeds, if any.
Place 2 tablespoons cream cheese and 1/2 teaspoon orange zest in a small bowl for each 2 poppers (1 jalapeño cut in 1/2) you plan to make. Mix well.
Add cream cheese mixture to each jalapeño to cover the bottom, leaving a concave "well" to place the oranges. (Click the link above to see pictures of this step, if the instructions are unclear to you.) Set jalapeños aside.
Lay 2 or 3 orange wedges on the cream cheese. Press down slightly. (Those look like tangerines in the picture below, but I assure you they are oranges. Come to think of it, though, tangerines would work.)
Wrap bacon around each jalapeño. Secure with a toothpick, if you like.
Place jalapeños back on cookie sheet and place back in oven.
Cook, watching closely, until cream cheese is hot and bubbling and bacon is done, about 25 - 30 minutes. Check to make sure jalapeños and bacon are done to your liking. If not, place back in oven for more time.
Remove from oven when done and enjoy hot.