Pre-cook the chicken in the oven marinaded in the oil, salt, pepper and all purpose. Cook until there’s no more pink inside.
Slice some lines into the chicken and smooth some bbq sauce onto the top of the fillet. Put the sliced cheese on the top only and then wrap the bacon around the chicken so it keeps the cheese in place.
Either fry the chicken or put it in the oven. Both work nicely, and cook until the bacon is browned and as crispy as you like it. The cheese will have melted inside. If you do choose to cook in the oven, it’s probably best to put downsome foil though it’s optional.