Instructions:
Prepare the Skewers: To make the skewers, soak 4 bamboo skewers (8 to 12 inches long) in water for about 30 minutes. (You can skip this step by using metal skewers.)
Using a sharp paring knife, remove the skin from the knockwurst and make a lengthwise slit almost all the way through.
Place a stick of the cheese inside the knockwurst and wrap with three slices of bacon. Hold the bacon in place with a skewer. Repeat with remaining knockwurst, cheese and bacon.
Place on a plate, cover and chill in the refrigerator for 30 minutes.
Grill over high heat with the lid up until the bacon is golden brown. Baste with the prepared BBQ sauce, then put the lid down and finish cooking until the cheese has melted.