In a large resealable plastic bag, combine teriyaki sauce, sherry, and sesame seeds. Add chicken drumettes, turning to coat. Seal bag and refrigerate for at least 30 minutes, or up to 1 day.
Preheat oven to 400 degrees F.
Line a cookie sheet with foil. Using tongs, transfer drumettes to cookie sheet. Discard marinade. Bake until drumettes are golden brown, about 15 minutes.
Mix barbecue sauce, honey, and sesame oil in a small bowl. Brush drumettes with half of sauce mixture and bake for 5 more minutes. Using clean tongs, turn drumettes over, brush other side with sauce mixture, and bake for 5 more minutes. Serve hot or at room temperature.