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Cheese Filling: Put the cream cheese and shredded cheese in a small mixing bowl and stir to combine. Work in the garlic, bacon, jalapeño, lime juice, cilantro, 2 teaspoons of Traeger Cajun Rub, and the hot sauce. Taste for seasoning, adding more rub or hot sauce as desired.
Using a boning knife or paring knife, carefully make a slit in the center of the thickest end of each chicken breast, moving the knife toward the thinner end to form a deep pocket. Use the handle of a wooden spoon to gently widen the hole. Stuff each pocket with some of the cheese filling.
Oil the outside of each chicken breast with the vegetable oil and season with Traeger Cajun Rub. If desired, pin the hole shut with a toothpick so the cheese filling doesn’t leak out.
When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 350 degrees F and preheat, lid closed, for 10 to 15 minutes.
Arrange the chicken breasts on the grill grate. Roast for 30 to 45 minutes, or until the internal temperature reaches 165 degrees F on an instant-read thermometer.
Let rest for 5 minutes before serving. Garnish with cilantro, enjoy!