Unwrap the bologna chunk.
Use a very thin blade knife to poke holes through all the sides and edges of the bologna to allow barbecue flavors to seep inside throughout the cook.
Spread about ½ cup of your favorite barbecue rub on a plate and roll the bologna chunk around in it to fully coat all sides with rub.
Heat grill to about 300-350 degrees and add pecan wood to the fire.
Set bologna on the grill standing up on its end, using indirect heat to cook. If using direct heat, lay it down on its side and cook like a hot dog, periodically rolling it around to ensure even cooking on all sides.
After about 45 minutes, transfer bologna to a large sheet of heavy duty aluminum foil.
Coat the entire bologna with a good amount of your favorite barbecue sauce and fold the aluminum foil to create a tent, sealing the bologna inside.
Return the wrapped bologna to the grill for another hour.
Unwrap the bologna and slice to eat.