Fire up your smoker for 250 F cooking. Add your desired cooking wood, but use only a little and don't use anything overpowering.
Clean a section of PVC pipe (1 1/2" - 2 1/2" in diameter, at least a foot long). Stand the bologna chub on end and gently push the pipe down through the center of the chub. Pull out the pipe and remove the core of meat that gets inside of it.
Cut 2" off each end of the core piece. Take one piece and plug the bottom of the hole.
Add as much cheese as you can fit and plug the remaining end with the other piece of the core.
Rub outside of chub with mustard and then sprinkle with a rub.
Put on smoker in an aluminum pan and smoke for 3 1/2 hours, rotating once after 1 hour.
Brush all sides of the bologna with the BBQ sauce and smoke another 30 minutes.
Remove chub from the smoker and let set at least 30 minutes. Don't rush or the cheese will run out when you slice it.
Slice as desired.