Preheat oven to 350 degrees. Place cooling rack over baking sheet and spray lightly with non stick cooking spray and set aside.
On a large cutting board, slice bacon strips into 4 sections to get 20 small slices. Cut two chicken breasts into 20 bite-sized pieces.
To assemble, place a scant teaspoon of blue cheese on top of a piece of chicken. Place a strip of bacon on top of the blue cheese and stretch it around the piece of chicken, securing it with a toothpick. It’s fine if the bacon doesn’t stretch the entire way around! Place on baking rack, with the blue cheese facing up.
In a small bowl, mix bbq sauce with a little water to thin it out and baste the chicken bites. Place into preheated oven and bake 15 minutes. For crispier bacon, switch the oven to broil and cook until desired crispiness is attained. {You may have to flip your chicken bites to crisp up all sides.} Remove from oven and serve.