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.)
Make the Sauce: In a small saucepan, combine all ingredients and bring to a simmer over low heat. Simmer for 5 minutes to allow the flavors to combine.
Remove from heat and allow to cool.
Make the Brochettes: Make each brochette by placing a piece of ring bologna, then a strip of bacon, then the onion, then the pepper. Repeat until you have used four pieces of ring bologna, three strips of bacon, three pieces of onion and three pieces of pepper. Repeat with the other three skewers.
Lightly salt and pepper each skewer, brush with a bit of vegetable oil and let marinate for 1 hour.
Place on the grill over medium heat and cook for 2 minutes per side. Brush generously with the BBQ sauce as they cook.
Remove and serve immediately.
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