Prepare the grill for direct heat and preheat to medium.
Cut peppers in half lengthwise and scrape out the seeds and veins.
Combine the cream and cheddar cheeses in a mixing bowl. Divide the mixture evenly among the pepper halves.
Cut the bacon slices into thirds and wrap the peppers, making sure the seam is on the bottom of the pepper. Place in a cast iron skillet. Place on the grill, close the lid, and cook for 15-20 minutes or until the bacon is browned and the cheese melted.