Preheat oven to 450°F. Spray oil onto a rimmed baking sheet.
Let cheese stand on the counter to soften as you prepare jalapeños.
Slice each pepper in half, stem to tip, leaving the stem on one side. With a small spoon, scrape out seeds and pith, which are very hot. (Wear gloves if you’re sensitive.)
Place each jalapeño half on the baking sheet cut-side up.
Spoon about 1 tablespoon cheese into each half and pack down. Cheese should fill the cavity and mound up slightly.
Sprinkle top with Parmesan, smoked paprika, and cumin. (Alternatively, mix these into the cream cheese before stuffing the peppers.)
Cut bacon slices in half, to create two smaller pieces. Lay a slice on top on the pepper and fold under the edges, so they overlap underneath. (For a vegetarian version, simply omit the bacon.)
Roast in oven 15 to 20 minutes, or until browned and peppers are soft.