A whole lot of BBq sauce has a whole lot of sugar. I use cajun seasoning and or hot sauce to give them a little zing.
Sam's Club and Costco sell fresh bulk boneless/skinless breasts for $2.49/lb (vs $4.99 at the local grocery store). I wrap them up in pairs and toss a big ziplock in the freezer...16-20 breasts.
To answer you actual question...yes, I would still remove the skin.