Slice Brat lengthwise almost all the way through. Slip slices of cheese into the opening.
Wrap Brat with 3-4 slices of bacon securing each new strip with a toothpick.
Grill over med-high heat, turning (toothpicks can be removed after bacon has started to cook and stay formed to Brat) for about 10-15 minutes or until an internal temperature of 74ºC is reached. Toast buns on grill for 2-3 minutes.
FOR THE KIDS: Place Brat in toasted bun and slather with BBQ sauce.
FOR ADULTS: Toss all ingredients of salsa in a small bowl. Place Brat in toasted bun and slather with BBQ sauce. Top with salsa.