Hold a corn cob over a cast iron skillet, or aluminum pan. Using a sharp knife, cut the kernels of the cob. Run the back of the knife down the cut cob to release the 'milk' into the pan. Repeat for all the corn cobs.
Add the jalapenos. Stir to incorporate.
Using your favorite flavor of wood chips, smoke the corn at 275 degrees for 2 hours, or just until the corn starts to turn golden brown.
Carefully transfer the hot skillet to your stove top, or transfer the veggies to a skillet. Add the butter, and stir in to melt.
Add in the cream, sugar, and pepper. Stir to incorporate completely, and heat the skillet over medium heat- cooking just until everything's hot and bubbly, about 5 minutes.
In a small bowl, use a fork to stir together the water and corn starch until completely combined. Reduce the heat to low, and pour the slurry into the skillet, stirring, and continue heating until the mixture starts to thicken.
Once the creamed corn's thickened (this will happen quickly), stir in the cheese. Salt, to taste, and serve immediately.