Add all the BBQ sauce ingredients to a medium saucepan and stir to combine. Simmer over low heat for 30-40 min. until thickened. Strain through a fine metal sieve if you prefer.
Heat BBQ to medium low heat. Season chicken with a Cajun seasoning. BBQ for 7-10min. and then turn and BBQ for another 7-10 min. until just about cooked through. Brush top side with BBQ sauce, turn over and brush the other side. Continue to BBQ until sauce is browned slightly. Remove and serve immediately.