Add all BBQ sauce ingredients to a large saucepan and whisk together until combined. Simmer over medium heat for 25 minutes. Remove from heat and allow to reach room temperature.
In a large plastic bag with closure, add chicken and 1/3 of BBQ sauce and mix well. Set in the refrigerator for at least 4 hours, but overnight is best.
Prepare the grill with high heat. Sear the chicken pieces 5-10 minutes each side with the grill open. Reduce heat to medium high and close lid for 20-30 minutes, slathering the chicken with another 1/3 BBQ sauce and turning pieces so they cook evenly. Slather with sauce and turn so you get a nice char on the chicken. Chicken is done when the internal temperature reaches 170ºF for thighs.
Serve chicken with the additional 1/3 BBQ sauce, slices of white or potato bread, and pickles.