Made a version of this - the other night but, no pickles, using Hatch Cheddar... On the Primo grill ....
Tasty, but the cheese �� has left the chicken ��. �� - The Hatch Cheddar was REALLY soft (odd for cheddar) so we weren't surprised. Next time we'll use a harder cheddar with some sliced chiles wrapped inside.
Stated over my deflector plate and finished over direct flame for some char.
[url="//barbecuebible.com/recipe/bacon-ham-and-cheese-chicken-thighs/"]Bacon, Ham and Cheese Chicken Thighs - Barbecuebible.com[/url]