Place brats on grill. Cook until internal temperature reaches 170°F, about 25 minutes. Brats should be cooked through without charring the outside. If the casing starts to burn, lower the heat or transfer brats to indirect heat. You can leave your burners on and move brats to an area where there is no flame and lower the lid.
Meanwhile, combine beans and chiles in a small saucepan and heat to a boil. Reduce to simmer until brats are done.
When brats are almost done cooking, place buns on grill (inside down) for about 1 minute, until they are golden brown. Remove buns, place brat on bun, add a scoop of beans, top with 1/4 cup of cheese and a spoonful of jalapenos.