The is part of a combo-chain of phrases used to express increasing levels of excitement or emphasis.
Firstly the OM(F)G, and then usually (and interchangeably) WTF and/or BBQ.
Including BBQ/WTF after an OM(F)G is often a sign of sarcasm.
"OMFGBBQ I just won the lotto!" (sincere)
"OMFGWTFBBQ you're the coolest person ever!" (mocking)