In small saucepan, combine the first 11 ingredients; bring to a boil, stirring occasionally. Reduce heat; cover and simmer for 30 minutes. Discard bay leaf. Reserve 1/3 cup sauce for basting. Cover and refrigerate the remaining sauce.
Prepare grill for indirect heat, using a drip pan. Place chicken over drip pan. Grill, covered, over indirect medium heat for 20-25 minutes on each side or until juices run clear, basting occasionally with reserved sauce. Serve with remaining sauce.