Slice your baguette into thin slices
Mix the diced bacon, minced jalapeños, cheddar cheese and bbq rub with cream cheese
Spread a tbsp of the cream cheese mix between two slices of the bread
Wrap that sandwich with a slice of the bacon
Sprinkle a little bbq rub on the bacon
Using a pan or griddle, cook all sides of the sandwiches until the bacon is cooked all the way