In a small bowl, mix together the ground pork, creole seasoning, egg, bread crumbs, milk, BBQ sauce and jalapeño peppers until thoroughly combined.
Grab a small handful of the meat mixture and form a meatball that is about 1 1/2 inches in size. Make a small indentation in the middle, with your thumb. Press a cube of cheddar cheese into the indentation and fold the meat around the cheese so that it is covered. Using your two hands, roll the meat around so that it is fairly round.
Place the meatballs on a pan and cook on the oven at 350 for 15-20 minutes or until fully cooked.
Serve with your favorite dipping sauce and enjoy!