Char the exterior of the jalapeno peppers on a gas grill or under the broiler:
If you have a gas grill on your stove, blister the jalapeños by placing them onto the burner’s grate. Rotate the peppers every minute or so until they are blackened.
If you do not have a gas grill, place your oven on broil, and move the wire rack to the position closest to the heating element. Place the peppers on a sheet pan and let them brown, rotating them every minute or so until they have charred on all sides.
When the peppers have blackened, place them in a small plastic bag or other container for a few minutes. This will steam the peppers slightly and make the skin easier to remove.
Place each chicken breast between two sheets of plastic wrap and gently pound them with a meat mallet until they are ½ inch thick. Season with salt and pepper.
Place two teaspoons of oil into a skillet over medium-high heat. Brown the chicken breasts for 4 to 5 minutes on each side, and then transfer them to a plate. The chicken will not be done yet.
Preheat the oven to 350°F.
Place the cream cheese, cheddar cheese, and Worcestershire sauce in a bowl and stir to combine.
Remove the charred jalapenos from the plastic container and remove the outer skin of the peppers. Slice the peppers in half, and use a spoon to remove the seeds and pith. Discard the skin, seeds, and pith of the pepper. Finely dice the flesh of the pepper, and stir it into the cream cheese.
Cut a horizontal slit into each chicken breast. Push open the chicken breast and stuff it with the cream cheese mixture. Be careful not to overstuff the chicken. Discard any leftover cream cheese mixture.
Place the chicken into a 9x13-inch baking dish and bake for 12 to 14 minutes, or until the chicken’s temperature has reached 165°F.
Remove the chicken from oven, and let it rest for 5 minutes before serving.