Preheat an outdoor grill - high heat. Lightly oil the grill.
In a large skillet over medium heat, cook the sausage until browned. Drain and set aside.
Slice the peppers in half lengthwise and remove seeds and membrane. Fill 1/2 each pepper with cream cheese and the other half with cooked sausage. Put the pepper halves back together. Wrap with a slice of bacon to hold them together and secure with a toothpick.
Grill pepper for 15 minutes, turning to ensure even cooking until bacon is cooked.