1. In a small bowl, combine egg, thyme, rosemary, Worcestershire, and beer. Mix well.
2. Into a large mixing bowl, place ground beef, add garlic, onion, and mushroom to it.
3. Drop bread crumbs, cheese, and egg mixture into it. Mix to combine.
4. Cut jalapeno pepper in half, and scrape out the seeds.
5. Stuff each slice of pepper with liberal amount of meat mixture. Place it on wire rack.
6. Sprinkle BBQ rub on top of stuffed jalapeno.
7. Preheat cooker to 225 degree F.
8. Place wire rack in cooker, cover and cook until the internal temperature of meat reaches 160 degree F.
9. Serve beer infused beef with dipping sauce.