Ahhh... armadillo eggs. Boy there are so many different ways to make them. Your version is a new one on me. Over on the forum I mentioned above, they call them the somewhat cruder ABT (Atomic Buffalo Txxds - if this violates any rules, please delete it).
The recipe I made one time, the peppers were stuffed, battered (not breaded) and deep fried. Good, but a bit of a pain, and messy, and it was hard to get the batter to stick to the peppers, even after dredging them. Now I just by the frozen ones in the grocery store.