Place chunks of venison into a shallow baking dish and pour enough apple cider in to cover them. Cover and refrigerate for 2 hours. Remove and pat dry. Discard apple cider and return venison to the dish. Pour barbecue sauce over the chunks, cover and refrigerate for 2 to 3 more hours.
Preheat barbecue for high heat. Charcoal is best, but if you must use gas. Remove meat from the refrigerator and let stand for 30 minutes or until no longer chilled. Wrap each chunk of venison in a slice of bacon and secure with toothpicks.
Brush the grate with olive oil when hot and place venison pieces on the barbecue so they are not touching. The bacon will kick up some flames, so be ready. Cook, turning occasionally, until the bacon becomes slightly burnt, 15 to 20 minutes. The slower the better. Dig in and prepare to want more!