Remove the stems from the jalapenos, cut them in half lengthwise, and scrape out the seeds.
In a small bowl, mix the cream cheese and cheddar cheese together. Then fill the jalapeno halves with the cheese mixture.
Heat the grill to around 300 degrees (medium heat).
Put down a sheet of aluminum paper, and place the poppers onto it.
Let them cook, with the lid down (covered), for about 15 minutes, until they cheese perfectly golden and gooey!
Notes
Keep in mind that the seeds and the membranes are where most of the heat of the pepper is, so a thorough scraping is best if you don't have an adventurous palate...your tongue will thank you! If you like it hot, though, leave some seeds in there to crank up the heat!