Preheat oven to 375 degrees F. Place a wire rack over a baking pan.
Combine the shredded cheese, mayo, diced red bell peppers, Worcestershire sauce, sugar and black pepper. Stir to combine well. Set aside.
Cut jalapeños in half lengthwise. Scoop out the membranes and seeds using a spoon.
Fill each jalapeño half way with the pimento cheese mixture.
Slice the bacon slices in half lengthwise. Roll each cheese filled jalapeño pepper with a half slice of bacon.
Place the bacon wrapped jalapeño peppers on the wire rack. Bake for 35 minutes at 375 degrees F. Turn the oven on broil, and broil for 3 to 5 minutes until the bacon is browned and the cheese is bubbly.