Slice sausage into 20 1″ pieces. Cut bacon strips in half and and set both aside.
In a medium bowl blend the softened cream cheese, 3/4 cup of the shredded cheddar cheese, minced jalapeno, jalapeno brine and bbq seasoning.
Transfer the cream cheese mixture to a piping bag or sandwich baggie.
Wrap a bacon slice around a piece of sausage forming a cup for the cream cheese filling.
Secure with a toothpick (use 2 if necessary) then transfer to a baking sheet or large plate. Repeat until all the pig shots are formed.
Snip a small corner of the piping bag then fill the sausage cups with the cream cheese filling.
Divide the remaining 1/4 cup of shredded cheese over the top then give them all a light sprinkle of the bbq seasoning.
Preheat the air fryer to 350° for 3 minutes.
Transfer the pig shots to the air fryer leaving a little space between them (don't overcrowd - work in batches if necessary). Air fry 12-15 minutes or until the bacon is crisp and the cheese on top is golden brown.
Remove from the air fryer, cool slightly then serve.