How can I make my batter stick to the outside of the jalapeno so it is thick? It seems every time I try a thicker batter it wont stick as well.
I have found that the problem with thicker batters not adhering to peppers generally is to do with the outer membrane protecting the flesh of the jalapeno. Essentially, you need to try to remove or weaken its effect.
You can minimize the effect of the membrane by:
Also, the pepper may have a decent layer of wax on it; this you can try to wash off with hot water and a thorough scrubbing.
I read an article on seriouseats that suggested "double breading" them.
They also suggest tossing them in the freezer for a while before breading and before frying to prevent the filling from leaking.