With a paring knife, score the entire piece of bologna, making 1/2-inch deep slices roughly every inch horizontally and vertically.
Bologna should be covered in mustard and then rubbed with barbecue rub.
When a smoker or grill reaches 225 degrees Fahrenheit (105 degrees Celsius), add chunks of smoking wood. Place the bologna in the smoker or grill once the wood is burning and producing smoke, and let it smoke for two to three hours, or until the outside has grown dark. After removing from the smoker, slice and serve after cooling for 5 to 10 minutes.
To prepare sandwiches with crispy, smoked bologna: Charcoal from one chimney should be lit. Pour out and scatter the coals evenly over the whole surface of the coal grate once all of the charcoal has been lit and covered with gray ash. Place the cooking grate on the grill, close it, and let it heat up for five minutes. Grill grate should be washed and oiled. Bologna slices should be placed on the grill and cooked for two to three minutes per side, until browned and crisp. Add a roll and mustard barbeque sauce on top.