Season the beef chuck roast all over with all-purpose BBQ seasoning. While beef cooks, thaw 2 frozen bread loaves, about 4 hours.
Heat grill or smoker to 275°F. Place beef on the grill grates in grill or smoker, and smoke for 3 hours. Remove beef from grill or smoker and put in deep pan. Pour the beef broth on top of beef, cover with foil and cook for another 2.5 hours, or until internal temperature reaches 210°F.
When beef is cool enough to handle, shred and set aside. Open baked beans and drain in sieve to remove excess sauce.
On a clean, floured surface, roll each loaf, one at a time, into a 10x16 inch rectangle. Top with half the beans on one half of each rolled dough lengthwise, leaving 1 inch on all sides. Top with half the shredded beef, one-third of the shredded cheese and from the long side, roll up jelly-roll style (like making cinnamon buns) starting on side with ingredients. Pinch and seal the dough. Repeat with other remaining ingredients.
Cut each dough roll into 9 pieces each using a serrated knife. Place cut side down into 2 cast iron skillets and/or seasoned 9-inch pie plates. Cover with a light towel and let rise 1 hour. Preheat oven to 400°F.
Brush the tops of the rolls with BBQ sauce and bake until golden brown, about 20 minutes. Top with remaining third of shredded cheese and bake for another 5 minutes. Serve with any remaining BBQ sauce.