In a food processor combine onion, carrot and garlic. Pulse until finely chopped. Heat 1 tablespoon oil in a skillet. Add onion mixture and sauté until softened, about 5 minutes. Set aside mixture to cool
Preheat Big Green Egg to 300 degrees.
In a bowl combine egg, salt, pepper, soy sauce, chili powder, parsley and milk. Add meat and onion mixture to bowl and stir to blend. Add breadcrumbs and with spoon or hands combine into a solid mixture. Add small amounts of milk or breadcrumbs to get desired consistency.
Line small baking sheet with aluminum foil. Lay half of bacon slices on foil. Place meat mixture on top of bacon in square shape about 12" by 12". Add shredded cheese and jalapenos to cent of meat, running lengthwise. Roll lengthwise into a log so that cheese and jalapenos are in the center.
Setup Big Green Egg for indirect cooking. Add a handful of wood chips. Add meatloaf and smoke until internal temperature reaches 155 degrees, about 1 to 2 hours.
While meat is cooking combine glaze ingredients in a bowl.
When meatloaf reaches 155 degrees brush meatloaf with glaze and cook for another 15 minutes. Remove meatloaf and let cool for about 15 minutes. Slice and serve.