Cut the stems off the mushrooms. Rinse briefly and dry them well with paper towels.
Wrap each mushroom with the bacon strip halves (use two if the cap is not completely covered). The bacon will stick to the mushrooms so there is no need for toothpicks.
In a medium saute pan over medium-high heat, saute the bacon wrapped mushrooms until the bacon is golden brown. Just as the bacon begins to crisp up a bit, add the BBQ sauce and toss until coated. Serve immediately.