In a large bowl stir together mashed potatoes, sour cream, egg, salt and pepper until well combined. Stir in cheddar cheese, jalapeño and chives. Place approximately 3 tbsp of mixture in the palm of your hand and roll into a 2" long oval. Continue with remaining potato, placing each on a tray when formed. Cover and chill for at least 20 minutes. Can be done several hours ahead.