Brush one side of each piece of bread with the butter. Cook on the buttered sides on a griddle on medium-low heat until golden, then rub the golden side of each piece with the garlic.
Using the tip of a sharp knife, score the bologna with crosshatches, about an inch apart and 1/4-inch deep, rotating as you score to get all around the outside of the bologna. Slice the bologna into four 1/2-inch-thick slices.
Heat a grill pan to medium-high heat and grill each side of the bologna until grill marks form, 4 to 5 minutes per side, basting with a thick layer of BBQ sauce before and after flipping. Bologna is done when there are charred grill marks on each side and the BBQ sauce has caramelized.
Place a slice of grilled bologna on the untoasted side of a slice of Texas toast, then top with a few pickle slices, a pile of the Fennel Slaw and some fried onions, then top with a slice of Texas toast, toasted-side up. Repeat to make 3 more sandwiches.
Smoky BBQ Sauce:
In a medium saucepan over medium heat, add the butter until melted, then add the onion, salt, and a few grinds of pepper. Saute until the onions are softened, 4 to 5 minutes. Add the tomatoes, molasses, vinegar, mustard, Worcestershire sauce, garlic, chipotle pepper, adobo sauce and liquid smoke and bring to a boil over medium-high heat. Reduce the heat and simmer, stirring often, until the sauce is thickened, about 45 minutes. Season with salt and freshly ground black pepper. Remove from the heat and let cool slightly, then blend until smooth. Let cool to room temperature.
In a medium bowl, whisk to combine the yogurt, olive oil, honey, mustard, orange juice, zest, salt and pepper. Stir in the fennel, carrots and chile and toss to coat. Taste and adjust salt and pepper. Set aside for serving.
When blending hot liquid, first let it cool for five minutes or so, then transfer it to a blender, filling only halfway. Put the lid on, leaving one corner open. Cover the lid with a kitchen towel to catch splatters, and pulse until smooth.