HEAT oven to 400ºF.
TOP each chicken piece with cream cheese piece; wrap with 1 bacon piece. Secure with wooden toothpicks; place on foil-covered rimmed baking sheet.
BAKE 15 to 18 min. or until chicken is done. (Bacon will not be crisp.)
MIX wings sauce and sugar until blended; brush onto bacon-wrapped bundles. Bake 8 to 10 min. or until bacon is crisp, and sauce is hot and bubbly.