Make the BBQ Tempeh: Combine the ketchup, bourbon, apple cider vinegar, brown sugar, paprika, onion powder, garlic powder, and ground mustard in a small saucepan and place over medium heat. Bring to a boil then reduce heat to medium-low and simmer gently, stirring occasionally, until sauce thickens and darkens in color, about 15 minutes. Transfer the BBQ sauce to a shallow baking dish or bowl.
Meanwhile, fill the bottom of a medium saucepan with about 2 inches of water and fit with a steamer basket. Place the saucepan over medium-high heat and bring the water to a simmer. Arrange the tempeh pieces evenly in the steamer basket. Cover, reduce heat to medium, and steam the tempeh for 10 minutes.
Using tongs or a spatula, transfer the tempeh from the steamer basket directly into the BBQ sauce and toss to coat. Let marinate at least 30 minutes or up to overnight (covered in the refrigerator).
Meanwhile, make the slaw: In the bottom of a medium bowl, whisk the mayo with the apple cider vinegar, granulated sugar, and celery seed. Season with salt and pepper. Add cabbage, carrot, and shallot and toss to coat.
Preheat a grill or grill pan to medium heat and lightly oil the grates. Remove the tempeh from the bbq sauce, reserving any extra sauce in the dish. Grill tempeh, turning a few times, until lightly charred and warmed through, about 8 minutes total.
Butter cut sides of buns and grill, cut sides down, until toasted, about 3 minutes. Transfer to a plate.
Build sandwiches on toasted buns, spooning reserved BBQ sauce over tempeh if desired, and top with slaw. Serve with any remaining slaw on the side.