I love jalapeno poppers!
Here's a recipe - I haven't made this one (I can't have dairy right now) but it is rated well. I know you can buy them frozen so maybe you could make some up and freeze them and then pull a few out at a time to bake. They aren't exactly health food, but they are good!
Also, sometimes I buy little cans of diced jalapenos to use in mexican food - I am pretty sure they are preserved in a bit of vinegar - though they aren't really "pickled". That's another idea.