You can smoke the jalapeños just the way they are now. I like to reduce the overall drying time so I cut off the tops and cut the chilies open. This will let the smoke get inside and out of the jalapeños so you get more smoke flavor. It also opens up the chilies so that the moisture can get out of them and they can dry faster.
If you remove the membrane and seeds from the inside of the jalapeños you will reduce the heat. If you want the heat leave it all in there and be careful handling them so that you don't loose too many seeds.
