1. Mix the cream cheese and feta and stuff the jalapeños with this mixture. Place the chilli halves together to form four whole poppers.
2. Using a sharp knife, cut a pocket in each chicken breast and open up the cavity a little to make room for the popper. Place a popper inside each breast, then wrap two strips of bacon around them to form a neat roll; secure with toothpicks if necessary.
3. Heat the oil in a heavy-bottomed pan and fry the chicken parcels slowly until golden-brown. Add a dash of water to the pan, put the lid on and steam the chicken for a few minutes. Remove the lid, brush the meat all over with the braai sauce and fry until glossy and cooked through.