I smoked a bunch of jalapeños last summer, carefully removed the seeds and membranes but the long, low heat made them unbearably hot. I threw them out and moved on.
I think there are ways to leech out/reduce the heat from the peppers, I'd look into that and then just go for a moderate smokiness. Hopefully that means you can use more jalapeño to bring the smoke and get a nice, balanced flavor.
But since you're brewing with these I'd just use fresh jalapeños, and yes freeze them before hand, and use a couple of pounds of smoked malt which is easier to dial in than rolling the dice with however much smoke you can get into the peppers. Also, smoked malts come in a few flavors, IME, beech smoked has the classic bacon/hot dog/summer BBQ flavor. I've also had good results with cherry smoked malt.