In a medium saucepan over medium heat, cook the bacon until crisp, about 10 minutes, stirring occasionally. Reduce the heat to low, add the onion and garlic, and cook until soft, about 5 minutes. Add the remaining sauce ingredients and simmer for about 5 minutes. You should have about 2 cups of sauce. Remove from the heat and let cool.
Place the chicken in a large, resealable plastic bag and pour in 1 cup of the cooled sauce. Press the air out of the bag and seal tightly. Turn the bag to distribute the sauce. Refrigerate for at least 8 hours or up to 24 hours.
Soak the wood chips in water for at least 30 minutes.
Remove the chicken from the bag and let the sauce cling to the chicken. Discard the sauce in the bag.
Prepare the grill for indirect cooking over medium heat (350° to 450°F).
Drain and add the wood chips to the charcoal or to the smoker box of a gas grill, following manufacturer’s instructions, and close the lid. When the wood begins to smoke, cook the chicken legs, skin side down first, over indirect medium heat, with the lid closed, for 25 to 30 minutes. Then brush both sides with a thin layer of the sauce and continue cooking until the juices run clear and the meat is no longer pink at the bone, 25 to 30 minutes more, occasionally turning and brushing with the sauce. Remove from the grill and let rest for 3 to 5 minutes. Serve warm with the remaining sauce on the side.
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