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Mix together the cream cheese, diced jalapenos, salt, and pepper. Set aside.
Place a piece of parchment paper over a large cutting board. Spread the pork sausage out on the parchment paper, making a large rectangle about a 1/2 inch thick. Spread cream cheese mixture on top of sausage. Roll up, similar to a cinnamon roll.
When ready to smoke, start the Traeger on smoke with the lid open until the fire is established (4-5 minutes). Set the temperature to 325 degrees F and preheat, lid closed, for 10 to 15 minutes.
While grill is preheating, construct a bacon weave. Place sausage fatty on bacon weave. Tightly wrap sausage in bacon weave.
Place fatty on grill; cook for 2-3 hours, or until the fatty reaches 165 internal temperature.
Let cool for 5 minutes and serve.
Traeger Grill and Baldface Lodge Combine Forces