Add venison to a shallow glass or ceramic baking dish; pour in enough apple cider to cover. Cover the dish with plastic wrap and refrigerate for 2 hours.

Remove venison from the dish; pat dry. Discard apple cider. Return venison to the dish. Pour barbecue sauce over venison; cover the dish with plastic wrap and refrigerate for 2 to 3 hours more.

Preheat an outdoor grill for high heat and lightly oil the grate. Charcoal is best, but if you must, use gas.

Meanwhile, remove venison from the refrigerator; let stand until no longer chilled, about 30 minutes. Wrap each venison chunk in a strip of bacon; secure with a toothpick.

Arrange venison on the grill so the chunks don't touch. Grill, turning occasionally, until bacon slightly burnt, 15 to 20 minutes. The slower, the better. The bacon will kick up some flames, so be ready.