In a bowl, combine the mashed potatoes and grated cheese. Taste the mixture. Season with salt and pepper, if needed.
Take a slice of jalapeno and wrap it in potato mash mixture. Press together and roll into a bowl. Repeat until you use up all the potato mash.
Now mix the breadcrumbs with paprika and thyme. Beat the egg. Dip each croquette in egg wash and then coat with the breadcrumb mixture. Repeat again – you need to double coat them. Repeat with the rest of the croquettes.
Heat up the oil in a medium sauce pan. When the oil is hot enough, add half of the croquettes in. Once they have nice golden brown color, take them out and place onto a few sheets of paper kitchen towel to get rid of the excess oil. Repeat with the other half.
These croquettes can be also baked in the oven. It will take about 10-15 minutes.