Preheat the oven to 375°F and line a rimmed sheet pan with foil or parchment.
Make the panade: In a large bowl, stir together the breadcrumbs and milk. Let sit 5 minutes until absorbed.
Mix the glaze: In a small bowl, whisk together the BBQ sauce, ketchup, brown sugar, Jack Daniel's, Worcestershire, garlic powder, and cayenne. Set aside.
Build the meat mixture: To the panade, add the egg, onion, garlic, Worcestershire, Jack Daniel's, smoked paprika, salt, and pepper. Stir to combine. Add the ground beef and mix gently with your hands just until combined — do not overmix.
Shape: Form into a loaf roughly 5x9 inches on the prepared pan.
Bake: Bake for 25 minutes. Remove from the oven and brush on ⅓ of the glaze. Return to the oven and repeat the glazing every 10 minutes (2 more times), baking until the internal temperature reaches 160°F, about 45–55 minutes total.
Rest: Let the meatloaf rest 8–10 minutes. Brush with any reserved glaze, slice, and serve.