We show that despite the low anisotropy, strong vortex pinning and high irreversibility field Hirr close to the upper critical field Hc2 of Ba(Fe1-xCox)2As2, the critical current density Jgb across [001] tilt grain boundaries (GBs) of thin film Ba(Fe1-xCox)2As2 bicrystals is strongly depressed, similar to high-Tc cuprates. Our results suggest that weak-linked GBs are characteristic of both cuprates and pnictides because of competing orders, low carrier density, and unconventional pairing symmetry.