Preheat a medium nonstick skillet to medium heat for 5 minutes. Drizzle 1 tablespoon of oil onto jalapeño peppers, then add to heated skillet. Cook the peppers until most sides have blackened slightly and skin blisters. Remove from heat and let them cool.
In a medium bowl, combine the masa harina and salt. Gradually mix in the the salsa roja, then gradually the hot water until dough forms. Depending on how many peppers you have, roll enough tortilla size masa balls to cover each popper or shrimp. Transfer to a plate and cover with plastic wrap. Combine all of the ingredients for the pico de gallo, taste for salt, cover and set aside.
Once peppers have cooled, slice them in half horizontally and clean out all the seeds and veins. Preheat the 2 cups of oil to medium heat for 5 to 6 minutes. Fill each pepper with shredded, compact cheese and some bacon crumbles. Take a dough ball and flatten it in the palm of your hand (about 3 inches wide), place the filled pepper in the center and gently mold the masa around, leaving the stem exposed. Repeat until all peppers are wrapped. PS, you could leave the peppers whole and stuff them, but I find halves work best.
Fry a few peppers at a time, turning as needed, about 5 minutes total time. Drain onto plate lined with paper towels or keep warm in a preheated 200-degree oven until ready to serve. Serve with pico de gallo and or tomatillo avocado salsa.