Preheat the pellet smoker to 225°F. (if your using a Traeger set for 225°F with super smoke setting on)
I used apple wood for this as I find the milder sweeter works well with pork. If you prefer a bold smoky flavor, use oak, hickory, or mesquite.
Remove any of the outside wrapping or wax packaging. Use the tip of a sharp knife to make cuts across the top of the bologna roll.
Score along the top of the roll with 1/4-inch deep cuts to allow smoke penetration. Coat the entire roll with yellow mustard. Mix the BBQ rub with the brown sugar (if your rub already has brown sugar in it you can skip this step).
Sprinkle the rub mixture over the whole roll, give it a light rub but avoid rubbing the bologna too much.
Place the bologna roll on the grill grates, I find the middle rack is the best. At the two-and-a-half-hour mark baste with BBQ sauce.
Smoke for 3-4 hours, at 225°F, or until the exterior is dark brown and crispy. Bologna is pre-cooked, so there is no perfect internal temperature to make it safe to consume. If you do want to run on an internal temp, around 145°F is a good temp to aim for.
Remove the roll from the smoker. Allow it to cool for a few minutes before slicing to serve.