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In a large skillet, melt the butter and olive oil over medium heat. Add the diced onions and cook until they are soft and starting to brown, about 5-6 minutes.
Stir in the garlic and mushrooms and cook for an additional 3-5 minutes, until the mushrooms start to release their juices and soften. Stir in the wild rice and turn the heat up to high.
Pour the wine into the hot pan and using a spatula, scrape the bottom of the pan while stirring the stuffing mixture. This gets all of the yummy browned bits from the bottom of the pan and concentrates the flavors of the filling. Remove the pan from the heat and stir in the cheese and salt and pepper.
To assemble the grillers, start by laying two pieces of bacon across one another.
Season the chicken thighs liberally with salt and pepper.
Place a chicken thigh on the intersection of the bacon. Mound approximately 1/3 cup of the filling mixture onto the center of the chicken thigh.
Place another chicken thigh on top of the mixture in the opposite direction of the first chicken thigh so when the bacon is brought together over the top, the thighs don't overlap but interlock forming a seal around the filling.
Bring each end of bacon around the chicken thighs and secure with toothpicks. Repeat the assembly procedure with the remaining chicken thighs and filling.
When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4-5 minutes). Close the lid and turn the temperature setting up to 325 degrees. Allow the grill to preheat for 10-15 minutes.
Place the assembled cowboy grillers directly on the grill grate and close the lid.
Grill for 25 minutes, flip and grill for an additional 25-35 minutes or until an internal thermometer reads 165 degrees F.
Remove from the grill and let rest for 5-10 minutes before serving. Big eaters can typically eat one whole cowboy griller, but we were plenty full by sharing one between two people. Enjoy!