Place the jalapeños on a baking sheet lined with parchment paper. Roast the peppers until the skins have blackened, and the peppers have turned from a bright shiny green to a dull green, about 10 to 12 minutes.
With gloved hands, remove the skins and stems from the peppers. Then open the peppers up with one cut down the side of the pepper and scrape out the seeds. If you don’t like a lot of heat, consider cutting the peppers into small strips.
Turn the oven down to 400°F.
In a small bowl combine the cream cheese, mayonnaise, shredded Cheddar cheese, ground chipotle (optional), and Worcestershire sauce. Stir until the cheese filling is uniform.
Prepare the sandwiches by spreading the cheese mixture over 4 slices of bread.
Cover the cheese filling with the jalapeño peppers.
On each sandwich, place 6 pieces of bacon over the peppers (that's 3 pieces of whole bacon that you broke in half), and then top with 2 slices of cheese.
Top the sandwiches with the remaining slices of bread.
Lightly butter the outer sides of the bread on each sandwich.
Place the sandwiches on a baking sheet and bake for about 5 minutes, or until golden brown.
Flip the sandwiches over, and continue to bake until golden brown. The second side will take less time. If you have a convection oven, be extra careful with the cook time.