1) Preheat your oven's broiler, and set the rack about 6" below the element (a toaster oven is great for this) to roast your peppers. Lay the peppers out on baking sheet leaving some room between them.
2) Rub a little vegetable oil on the peppers and place under the broiler. You will need to keep a close eye on them.
3) When the peppers begin to blacken pull the tray out and turn the peppers. Return to the broiler, repeating until the peppers are nicely blacked all over and softened.
4) Remove the peppers from the tray and immediately place them in a zip top bag and seal. Leave them to cool for about 8-10 minutes. This step is essential to loosening the skin on the peppers.
5) After the peppers are cool enough to handle, remove them from the bag and using a paring knife peel away the blackened skin.
6) Remove the stem and seeds, and finely chop the peppers. If you have sensitive skin, wearing gloves is a good idea for this step. Be careful to wash your hands before touching your face, eyes etc. Peppers can be refrigerated overnight at this point, but it is not necessary.
Preheat oven to 350°.
7) In a large mixing bowl, or in your stand mixer, blend the cream cheese, mayonnaise, and half of the grated cheese until smooth.
8) Stir in the diced chilies, pickled jalapenos and roasted jalapenos. Spread into a 9" glass or ceramic pie plate, or casserole dish.
9) Toss the remaining cheese with the Panko, and sprinkle evenly over the surface of the dip.
10) Bake in pre-heated 350 oven until heated through, about 20-30 minutes. OR microwave for 3-5 minutes until hot. Serve with baked tortilla chips or cheddar cheese crackers.