It's best to use a block of cream cheese for this and not the spreadable stuff in a tub. It has a different consistency and more ingredients so it doesn't stay in place in the oven.
It's also best to use a block of cheese and grate it yourself. Pre-shredded cheese has cellulose in it to keep it from clumping, but that messes with the texture of the filling here!
I used Stubb's Sweet Heat barbecue sauce in this recipe. You can use your favorite sauce in this recipe, or grab some Stubb's (the Sweet Heat flavor is gluten free).