Special equipment: smoker
Preheat a smoker to 250 degrees F.
For the chili rub and pig tails: Combine the paprika, mustard powder, sugar, cayenne, salt and pepper in a bowl. Add the pig tails and toss to coat. Smoke the pig tails for 3 hours 30 minutes.
For the sweet chili glaze:
Combine the onion powder, garlic powder, arbol chiles, dried Thai chiles, 1 cup of the vinegar and 1 cup water in a blender. Blend until smooth, and then strain.
Combine the honey, garlic, roasted chiles, salt, remaining 1/4 cup vinegar and 1/2 cup water in a saucepan. Simmer over medium-high heat until reduced to a syrup consistency. Mix in the strained onion-garlic mixture to combine, and then stir in the butter. Bring the sauce to a boil, and then remove from the heat.
For the dipping sauce: Beat the Cambozola in an electric mixer until smooth. Add the creme fraiche and mix until incorporated. Mix in the mint, parsley and Worcestershire.
For the sprouts:
Heat the oil in a saute pan over medium heat. Add the Brussels sprouts and cook 3 minutes. Turn, add the butter and pistachios and continue to cook until the Brussels sprouts and butter are golden brown, 5 minutes more. Add the lemon juice and salt and toss to coat. Garnish with the Parmesan.
Heat a grill pan or grill over high heat. Grill the pig tails to heat through, then toss with the chili glaze. Serve the pig tails with the blue cheese dipping sauce and crispy Brussels sprouts.