Cut the stems off the mushrooms. Rinse briefly and dry them well with paper towels.
Wrap each mushroom with the bacon strip halves. Use 2 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.