Slice the jalapeños in half from stem to tip. Use a small spoon to scrape out the seeds and white ribs. (I wear gloves during this step)
In a medium bowl, vigorously mix the softened goat cheese, cream cheese, minced rosemary, and a tiny pinch of sea salt until smooth and completely combined.
Add the apricot jam to the cheese mixture. Gently swirl it through with a spoon or spatula just a few times.
Spoon the cheese and jam mixture generously into each jalapeño half. Smooth the tops slightly with the back of the spoon, then press the open cheese-side down into the chopped, toasted pecans so they stick to the top.
In the oven: Bake at 400°F (205°C) for 15 to 18 minutes until the peppers are tender-crisp and the cheese is warm and slightly puffed.On a pellet grill: Smoke at 275°F (135°C) for about 25 to 30 minutes using a mild fruitwood like apple or pecan.