Preheat oven to 350 degrees F.

Mix cream cheese, chili powder, paprika and Cheddar cheese in a bowl. Transfer mixture to a zip-top bag and snip a small piece off of one corner of the bag. Split smoked sausages down the middle without cutting them in half.

Squeeze a little cheese mixture into each smoked sausage. Place on a baking sheet. Bake for 15 minutes until heated.

Serve hot, sprinkled with lime zest and cilantro.