andy, i smoked a batch recently with so-so results.
i made mine simply, with just cream cheese or mozarella cheese inside. they came out ok, but were definitely missing something. i guess you really need the meat inside, like the traditional little smokies, or pulled pork.
i smoked them over a mix of hickory and apple for about 45 minutes at 275, then for another half hour at 300. the bacon didn't look done enough, hence the last half hour at higher temp. next time i'd do them at 300 for the full hour.
here's some pics.
ready for the smoker:
smoking away above a coil of luganiga (thin italian sausage):