Heat oven to 400 degrees. Place chicken on foil lined baking sheet. Season with salt and pepper. Pour BBQ sauce over chicken. Bake for 30 to 45 minutes basting with the BBQ sauce. Garnish with the chives.
Heat oil to 350 degrees in large pan or deep fryer. Roll out the Pillsbury dough and cut into 12 squares. Place a small amount of cream cheese in the middle of each square and pull the sides up to top and squeeze together. Cook in hot oil until browned.