Simple yet delicious. Using your favorite rub, shake on both sides of chicken thighs (we use boneless but bone-in would work as well). Then wrap each thigh in a piece of bacon. Though we don't put more rub on top of the bacon, some gets transferred, of course, as you work wrapping the thighs with bacon. But if you want more spice, go ahead and shake more rub on. We chill for at least four hours (overnight would be okay, too) and then bring to room temperature for two hours prior to smoking.
Then just smoke and serve. Delicious and simple. I use Mad Hunky's General Purpose Rub (available online), as we find it good on everything and it's not too hot for the masses. You can always add more heat to the rub if desired.
You can serve these as is or slice them and put on top of some sauce (a roasted or smoked red bell pepper sauce is great, as it tastes good and adds some color) on an appetizer plate. They're really pretty when sliced even though they're not stuffed with anything.