Preheat your smoker to 225°F using your favorite wood or pellets.
In a medium sauté pan, sauté the diced onions and chopped jalapeños for about 5 minutes. Add the garlic and sauté for another 1 minute. Set the vegetables aside to cool.
In a large mixing bowl, add the breadcrumbs and pour in the milk so that all of the breadcrumbs absorb the moisture.
Add the ground beef, ground pork, beaten eggs, sautéed onions, jalapeños and garlic, Worcestershire sauce, barbecue spice blend, and the ¼ cup of the Kansas City-style BBQ sauce. Mix gently with your hands until just barely combined. Don't overwork the meat or else your meatloaf will be tough.
Dump the meatloaf mixture out onto butcher or parchment paper and form a large, flat rectangle about ¼ inch thick.
Sprinkle the shredded cheeses over the flattened loaf. Be sure to cover it edge-to-edge.
Carefully roll the meatloaf starting from one of the shorter edges. As you roll the meatloaf, peel back the parchment paper and continue rolling until you reach the end. You will now have rolled up meatloaf with a pinwheel of cheese stuffing.
Transfer the meatloaf from the parchment paper to a grill pan. Your grill pan should have holes or slits in it so the smoke can pass through it from the bottom and get into the meat.
Wrap it in the strips of bacon and then place the meatloaf on the smoker, close the lid, and smoke for 3-4 hours or until the internal temperature reads 155°F.
Brush the remaining portion of the Kansas City-style BBQ sauce on the meatloaf and continue cooking for another 20-30 minutes until the sauce caramelizes and the internal temperature reaches 165°F.
Let the meatloaf rest for a few minutes before slicing and serving.