Set smoker to 250F and start up the smoke using wood of choice (Hickory, Maple, Cherry all work well)
Using a sharp knife, gently slice a pocket into each chicken breast. Try and slice as deep into the chicken as you can without coming through the other side.
Stuff the chicken with some of the diced chorizo and grated cheese making sure the same amount goes into each chicken.
Rub the spice mixture all over the chicken breasts.
If desired, wrap 2 slices of bacon around each chicken breast.
If you are not wrapping the chicken with bacon, tie up the chicken breast with string.
Place chicken breasts in the smoker.
Remove the chicken from the smoker when it reaches 160-165F, about 3 hours. Personally, I pull the chicken at 160F because it seems to climb a few more degrees even after it has been taken out of the smoker.