1. Preheat oven to 400°F.
2. Bring a large pot of water to boil. Boil pierogies according to package. Drain and let cool to the touch.
3. Wrap each pierogi in a slice of bacon and set it seam side down on a wired rack that is on a foil-lined baking sheet (this allows for easy clean-up). Mix together the brown sugar, smoked paprika and chipotle powder in a small bowl, sprinkle half of the mixture evenly over the pierogies.
4. Bake for 20-25 minutes, flipping them over half way through and sprinkling the remaining brown sugar mixture on top. Cool Slightly.
5. Mix together sour cream, bbq sauce and cayenne pepper to create a dipping sauce. (Sauce can be prepared in advance.)