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.
Add cream cheese to each jalapeño to cover the bottom, leaving a concave "well" to place other ingredients. (Click the link above to see pictures of this step, if the instructions are unclear to you.) Set jalapeños aside.
Count out 2 shrimp per popper and place in a medium bowl. Throw in 2 or 3 more shrimp so you'll have some to try in a moment. You're gonna want to...
Sprinkle the BBQ rub over the shrimp. Stir to mix and sprinkle some more. Continue until you have a nice coating. Now, go ahead and sample a shrimp or two. Told ya they were good!
Take a shrimp and push it, head (large) end down into the cream cheese leaving the tail curing up and out (see photo above.) Place a second shrimp in front of the first. (Yeah, I didn't do so good on that front one. Kinda got both ends out. But that looks pretty good too, don't ya think?)
If wrapping with bacon, wrap bacon around each jalapeño now. 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.