Fire up your grill to high heat (about 350-400°F). Set up grill for 2-zone cooking, with direct heat at one end and indirect at the other.
Scrub and wash the potatoes. Poke a few holes into each potato with a toothpick to create a vent.
Wrap each potato in aluminum foil and place on grill grates, evenly spaced apart. Cook for 20 minutes.
In a medium-size bowl, mix the filling ingredients until combined thoroughly.
Remove potatoes from grill and leave to cool for 5-10 minutes (leave foil wrapping on).
Unwrap the potatoes and slice the ends so they can stand. Use a small spoon to carve out each potato's inside, carefully ensuring that the walls and bottom are still thick.
Fill each potato with the stuffing. Wrap each potato with two strips of bacon, using toothpicks to hold them in place. Don’t worry if any edges are sticking out. Brush a thin layer of BBQ sauce over potatoes and bacon.
Put potatoes back on grill over indirect heat. Close lid and cook for 15 minutes, until brown and crispy on the outside.
Top with more cheddar cheese and cook for a further 3-5 minutes.
Remove from grill and top with sour cream and chive garnish. Serve with BBQ sauce and sour cream dipping sauce.