Prepare a 6" cake pan by lining the bottom with a circle cut from parchment or non-stick aluminum foil. Spray the sides of the pan with pan spray. Set aside.
Have a 9" or 10" pan ready for a water bath. Bring a kettle of water to the boil and keep hot.
In a stand mixer fitted with the paddle attachment, mix the cream cheese and goat cheese together until completely smooth. Scrape the bowl as necessary.
Mix in the sour cream, egg, chopped peppers, salt and white pepper until well combined. Scrape the bowl as necessary.
Pour the batter into your prepared pan and smooth the top.
Put your filled pan in the larger pan and set them both on the middle rack of your oven.
Quickly pour in the hot water to come about halfway up the side of your baking pan.
Center the 6" pan in the water bath if necessary and bake for 35-40 min or until the cake is firm.
Remove from the oven and set on a rack to cool. When cool, wrap in plastic wrap and refrigerate for several hours or overnight until completely chilled.
To Top and Serve
Run a thin knife around the sides of the cheesecake pan and unmold on the serving platter of your choice.
Pull the pan away--you may have to do a bit of jiggling--and peel off the parchment or non-stick foil.
Spread an even layer of pepper jelly on top of the cheesecake and serve with crackers or crusty bread.
Stand back.
Notes
If you are not serving this within a day or two, you may want to add a level Tablespoon or two of corn starch to the cheesecake mixture. This will bind up any extra liquid and keep your cheesecake from weeping. I omitted this step and even two days later, the cake was just fine. It's just some insurance if you think you need it.Feel free to add chopped herbs, minced garlic or shallot, or some other savory mix-ins if you want, especially if you use a plain goat cheese. Mine was herby and garlicky, so I left well enough alone.