Setting up a smoker involves choosing a safe location, seasoning it, preheating, adding water, selecting wood chips, and monitoring temperature. For jalapenos, try recipes like poppers, bacon-wrapped shrimp, mac and cheese, or cornbread. You can also make jalapeno margaritas, creamed spinach, deviled eggs, and stuffed burgers for a flavorful twist. Experiment with different combinations to create delicious dishes!