I use thin sliced bacon which tends to stick to itself quite well.
Form a small pocket on one end of bacon strip by pinching and overlapping bacon on the end, think of forming a cone, and slide pointy end of pepper into it, then wrap and stretch, overlapping the bacon as
it encircles pepper and keeping it taut. Once it's at the end of the pepper, fold across to seal cheese in and continue to wrap back down the pepper until bacon ends.
The written word doesn't do the technique justice I realize. But once you do a couple hundred it gets easier.