Preheat oven to 350°F.
Cut the jalapeños into a boat cut. (Click HERE 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.
In a small bowl, mix 2 parts cream cheese with 1 part miso (example 2 tablespoons cream cheese and 1 tablespoon miso).
Add cream cheese/miso mixture to each jalapeño to cover the bottom, leaving a concave "well" to place other ingredients. (Click HERE to see pictures of this step, if the instructions are unclear to you.)
Place the shrimp on on to of the cream cheese/miso mixture, pressing down slightly to secure. Chopping the shrimp into smaller pieces (as I did) makes it easier to fill the jalapeños, but leaving them whole will work also.
Spoon or pour a generous amount of cocktail sauce over the shrimp.
Carefully wrap 1/2 slice of bacon around each jalapeño. (Yes, it's gonna be messy.) 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, or bacon is done, about 20 - 30 minutes.
If you like, switch the oven to broil for the last 5 minutes or so, to crisp up the bacon on top.
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.