Preheat oven to 375°F (190°C). Line a rimmed baking sheet with foil and fit with a wire rack. Lightly spray the rack with cooking spray.

In a large bowl, combine breadcrumbs and milk to make a panade. Let it sit for a minute until the milk is absorbed.

To the panade, add ground beef, ground pork, egg, garlic, onion, smoked paprika, pepper, and salt. Mix with your hands until just combined; do not overmix.

Scoop about 3 tablespoons of meat mixture and form a ball. Create a deep indentation, place a cheddar cube inside, and seal the meat around it completely. Roll smooth. Repeat.

Wrap each meatball snugly with one slice of bacon, tucking the end underneath to secure. Place seam-side down on the prepared wire rack.

Bake for 25-30 minutes.

Remove from oven and brush generously with about 1/2 cup of the BBQ sauce. Return to oven and bake for another 10-15 minutes, until bacon is crispy and glaze is set.

Let rest for 5 minutes. Garnish with chives and serve with remaining BBQ sauce for dipping.