Preheat oven to 375 degrees. Line a pan with foil.
In a small bowl, combine cream cheese, garlic, jalapenos and salt & pepper.
Butterfly chicken breast (so you can open it like a book). Add 1/2 of the cream cheese mixture and 1/2 of the cheddar cheese to each chicken breast. Close the chicken breast wrapping around the cheese.
Wrap two slices of bacon around each chicken breast to seal it closed making sure the ends of the bacon are tucked under the chicken to hold it in place. Rub southwest seasoning over the bacon.
Bake on prepared pan for 35-40 minutes or until cooked through.