Yes, I use a pepper rack. I also use a tool to remove the core and seeds. Cut the top off, a quick twist with the tool and all the "guts" come right out. Doing them this way, leaking is not a problem and frying, then crumbling the bacon and putting it into the cheese? Well, it gives you that great flavor without any hassle. If you don't have a pepper rack, you can put tooth picks sideways through the pepper and suspend them on the wires of your smoker rack, but you've got to be real delicate and careful you don't knock them off. That is if the peppers aren't too "fat".