Mix the softened cream cheese and shredded cheddar in a bowl until well combined and creamy.
Fold in the chopped, cooked bacon and roasted jalapenos, distributing evenly throughout the cheese mixture.
Scoop out small portions of the mixture and form into round balls using your hands; place them on a baking sheet lined with parchment paper.
In a small bowl, beat the large egg. Prepare a plate with bread crumbs mixed with smoked paprika and a pinch of salt for coating.
Dip each cheese ball into the beaten egg, allowing excess to drip off, then roll them in the seasoned bread crumbs to coat thoroughly.
Place the coated cheese balls onto the prepared baking sheet, spacing them apart for even baking.
Bake in a preheated oven at 375°F (190°C) for about 15 minutes, or until golden and crispy on the outside.
Remove from the oven and let them cool slightly until they are firm enough to handle, revealing a bubbly, cheesy interior.
Serve the cheese balls warm, with any preferred dipping sauces or as part of a festive platter.
