Preheat oven to 350°F.
Cut the jalapeños into a boat or canoe cut. (Click the links above to see how to do a Boat Cut or a Canoe Cut.)
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.)
While jalapeños are cooking, remove the seeds from the Madjool dates. Roughly chop into small pieces.
Place chorizo sausage in a small bowl.
Add date pieces and mix well. Set aside.
Remove jalapeños 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.
Form a small bit of the chorizo mixture with your hands to fit into a jalapeño. Continue with all jalapeños.
Wrap each jalapeño with bacon.
Place jalapeños back on cookie sheet.
Sprinkle generously with turbinado sugar. Set aside.
In a medium saucepan, heat oil over medium heat.
Add garlic and shallots. Sauté until tender, about 5 minutes.
Add peppers and tomatoes. Reduce heat and cook over low heat for about 30 minutes to 1 hour, or until the liquid has mostly evaporated.
Season with salt and pepper, to taste.
Allow the sauce to cool slightly.
Then purée the sauce until almost smooth but still with some body. (Think thin salsa texture.) (A handheld immersion blender works great, but a countertop blender is fine.) Set aside.