Place pork, onions, apples and bay leaf in slow cooker. Whisk together broth, half the grilling sauce, tomato paste, flour, chili powder, Worcestershire sauce, garlic and pepper. Pour into slow cooker. Cover and cook on LOW for 8 hours or until pork is tender and cooked through.
Remove any excess fat that has risen to the top and discard. Remove pork to a cutting board, cover to keep warm. Transfer sauce to a saucepan and bring to a boil over medium-high heat. Reduce heat and simmer until thickened, about 15 min. Add remaining grilling sauce and heat through. Remove bay leaf.
Shred pork with 2 forks and combine with sauce. Serve on buns with coleslaw on the side, if desired.