Heat a large cast iron pan over medium heat, add the oil and heat through. Add the sausage and cook, using a wooden spoon to break it into pieces, until golden brown and cooked through, about 8 minutes. Remove the sausage from the pan, draining as much oil as possible, to a medium mixing bowl and let cool completely.
Add the cooled sausage to the bowl of a food processor fitted with the blade attachment and pulse a few times just until the sausage is finely ground.
Add the cream cheese. Parmesan cheese and chives, blending just until combined.
Heat oven to 400ºF (200ºC). Cut the jalapeños in half lengthwise and remove the seeds with a paring knife or spoon and discard.
Spoon the cream cheese filling into the scooped out jalapeños and arrange in a single layer on a baking sheet.
Bake until the jalapeño is tender and the filling is golden brown, about 25 minutes. Let cool and serve.