In a skillet, melt the butter and cook the diced onion and pepper until tender. Cool to room temperature. Mix the onion and pepper mixture with the ground pork and spice rub (spice rub recipe found here). Spread the meat mixture into an 8x10 inch rectangle.
Lay a couple slices of ham in the middle of the rectangle. place the cream cheese on the ham. Use the other two slices of ham to wrap around and seal the cream cheese.
Roll up the fatty so that the cheese and ham is completely surrounded by the pork mixture. Smoke the fatty in a smoker set to 250F for about 2 1/2 hours. brush with bbq sauce when there is about 1 hour of smoking time remaining. Remove when the internal temperature is at 165F.