Preheat the oven to 175°F. Arrange the jalapeños on a rimmed baking sheet and roast for 20 minutes, or until they begin to soften. Let cool for 15 minutes, then slice off the tops of the peppers and hollow them out with a small spoon.
In a large nonstick skillet, heat the canola or grapeseed oil. Season the shrimp with salt and pepper, then cook over moderate heat, turning once, until the shrimp are opaque and turn a light pink, about 3 minutes. Let the shrimp cool slightly and then chop.
In a large bowl, combine the cheese, bacon, and shrimp. Season with salt and pepper. Fill the peppers with the mixture.
Fill a deep fryer or large enameled Dutch oven with 4 inches of peanut oil. Heat to 350°.
Meanwhile, combine cornmeal, flour, sugar, and baking powder. Season with salt and pepper. In a small bowl, whisk the milk with the egg, and then stir into the dry ingredients until you have a smooth batter.
Dip the stuffed jalapeños in the batter and then drop in the fryer. Cook for 4 minutes, or until a crisp, golden brown. Let drain on a paper towel-lined plate.
Arrange a layer of tortilla chips in a shallow bowl. Top with the fried jalapeños and celery sticks. Serve with your favorite ranch dressing for dipping. Enjoy!