Preheat oven to 475F.

Cut jalapeno in half and remove seeds and veins. Place on a foil lined cookie sheet and drizzle on some olive oil. Rub all over and put in oven for 5-10 minutes or until peppers have softened and have a light char on them. Remove from oven and either skin them or set aside to cool (both way works). Once cooled enough to handle, rough chop them and mix in a bowl with cream cheese, old bay, salt and pepper.

Cook your bacon. Drain, set aside.

Slather four pieces of bread with mayonnaise. On the other side of each slice, spread a thin layer of the cream cheese mixture.

In a large skillet over medium heat, add bread with cream cheese mixture, mayonnaise side down. Top with two pieces of bacon and 1/2 of the grated cheese. Top your with remaining slice of bread, mayonnaise side up.

Cook on medium low until melty and golden, 4 to 5 minutes, then flip and cook 5 minutes more.

Remove from pan and let sit. Repeat with second sandwich.