In a food processor combine the Colby jack, pepper jack, and cream chesses together. Blend until combined.
Using a spoon fill the cavities of the peppers. Then starting from the top of the pepper with the wider of the two ends of bacon wrap the bacon around the pepper and tuck in the ends.
Place on the wire baking rack on the foil lined sheet pan and bake for 30 minutes or until the bacon is cooked.