In a medium bowl, mash with a fork the cream cheese, shredded cheese, chopped bacon, and finely diced jalapeño. Salt and pepper to taste. Divide into 4 balls and set aside. Press down and slightly flatten the balls.
Mix the beef, chili powder, salt and pepper with your hands (you can wear kitchen gloves). Form into four patties about 4 inches wide and 1/2 inch thick.
Preheat the grill to medium-high. Place patties on grill and cook until cooked through to your liking, about 4 minutes per side for medium.
Place a flattened cheese ball on each patty and continue cooking until the thermometer in thickest part of a burger registers 160 degrees F and the cheese starts to melt.
During the last few minutes, toast brioche buns on the grill.
Assemble the burger: On the bottom bun, place a pattie, and next spread special sauce. Add red onions, lettuce, tomato, and pickled jalapenos. Add the top bun and serve immediately.