Prepare the jalapenos by cutting off the stems along with about 1/8″ of the bodies. Then, slice one side of the pepper lengthwise to open it up. Remove the seeds. You may wish to use plastic gloves for this task, since the pepper residue will burn your eyes if you happen to rub them.
Now, take a fish basket you likely no longer need or a metal colander (or any metal utensil with holes in it). Put the peppers in this.
Set the grill to 150°. Put the utensil with the peppers on it inside and roast until the peppers completely dry out, usually about 6-8 hours.
When the peppers finish, you can either freeze them or grind them into powder in a blender or food processor.