Wow really late to this dance, 
Welcome from Manitoba, Canada 
Would like to see how you are putting that fatty together.
Oh really? I just did my first one YESTERDAY after doing some googling since it was mention on a thread over at smokinitforums after one of the guys over there mentioned it and I never heard of it.... But it was (and still is) delicious.... I figured I do one with the Weber Smokey Mountain Cooker and do the same one in the Smokin-it Model 3 just to see how it turns out so I have something to compare to. The one I did was pretty simple.... I rolled out a 1lb chub of Tennessee Pride Hot Sausage in a gallon ziplock bag, cut the sides off and peeled open the bag, cooked up some onions in bacon fat until they were slightly translucent, set them aside in a bowl, cooked up the bell pepper from the garden on a med-hi heat for three minutes and put it into the bowl with the onions, put the bowl in the freezer to chill (figured it might make the sausage hard to deal with if it was hot), did my bacon weave with thick "Wright" bacon using this as a guide:
http://www.smoking-meat.com/january-2010-bacon-wrapped-stuffed-sausage-fatty and then I stuffed my flattened sausage with the peppers, onions and cheddar cheese, pressed everything down so it wouldn't move and then rolled it up peeling back the bag as I went... I then put the slab on the bacon weave and rolled it up with the help of some parchment paper, put that into some plastic wrap and threw it into the freezer to set up while I got the smokey mountain cooker ready.... I put on until it came up to 165degrees and then stuck it in the broiler for a few minutes to crisp the bacon as was recommended in another forum by one of the guys that's actually on this forum too (UWFSAE)... for the next one I think I'm going to try white american cheese instead of the cheddar...
EDIT: I take no credit for any of this... I simply copied what I found by googling... There's a LOT of information out there...
Pictures:
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