Preheat oven to 400 degrees F (200 degrees C). Arrange phyllo shells on a baking sheet.
Combine cream cheese and diced green chiles in a bowl and mix until smooth.
Fill each phyllo shell with about 1 tablespoon of the cream cheese mixture and top each lightly with shredded Cheddar cheese. Garnish each filled shell with 1 jalapeno slice.
Bake in the preheated oven until cheese is melted, 5 to 8 minutes.