Line a baking sheet with parchment paper, and preheat the oven to 350 degrees.
Place a pineapple ring inside each onion ring, trimming the pineapple if necessary. Split a cheese stick in half and wrap around the inside of the onion ring. Wrap 3 pieces of bacon around pineapple onion ring, through the center hole and around the outside until the entire pineapple is covered. Repeat these steps until all pineapple slices are used.
Place donuts on lined baking sheet and brush with barbecue sauce. Bake for 10 to 12 minutes until bacon is cooked. Remove from oven and brush again with sauce. Serve warm.