Grilled Cheesy Bacon Chicken

chicken breasts (cut in half width wise (about 2.5-3 lbs.))

seasoning rub (I use my smoked paprika rub, but you can use a seasoning salt or bbq rub - basically any rub with salt, garlic powder, onion powder, paprika - not an herb rub)

bacon crumbles

shredded cheddar

sugar free barbecue sauce (optional, to serve)