In reference to the stuffed jalapeno wrapped in bacon - I tried a similar recipe last year and blech. My DH, who loves anything spicy/jalapeno related, thought they were just "too much" as did I. I have a Bobby Flay recipe that I got from Parade or some such, that I've made for the past few Independence Days - people LOVE IT. It is similar to the below link, but I will type out the recipe from the actual article. I've never made the red pepper sauce.
http://www.foodnetwork.com/recipes/bobby-flay/grilled-stuffed-jalapeno-chiles-with-grilled-red-pepper-tomato-sauce-recipe/index.html
The recipe I use:
4oz. cream cheese at room temp
2 oz. soft goat cheese
1 1/4 cups shredded white cheddar cheese
2 green onions (green and pale-green part, thinly sliced)
salt and black pepper
12 large jalapenos, halved lengthwise, stemmed and seeded
1 heaping tbsp. ancho chili powder
1. Heat grill to medium
2. Whisk together the cream cheese and goat cheese into a medium bowl until smooth.
3. Fold in the cheddar and onions; season with salt and pepper.
4. Fill each jalapeno half with about 2 tbsp. of the mixture; sprinkle the top with ancho powder
5. Place jalapenos on the grill, filling-side-up, and cook until slightly charred and tender, about 8-10 minutes.
You then spoon the red pepper sauce over it, if you choose to make it. I think it's totally unnecessary. You can obviously prepare in advance and cook them throughout the get-together, or cook them all at once. I haven't tried it but I think they would work fine in the oven or broiler.