1. Poke bratwurst several times with a fork and place in a saucepan with the beer.
2. Bring to a boil over high heat, reduce heat to medium, and simmer for 15 minutes.
3. Remove brats and cool to room temperature.
4. Preheat oven to 425 degrees F. Line a baking sheet with aluminum foil and place a wire rack on top.
5. Toss the brown sugar and cayenne pepper together in a large bowl.
6. Cut each brat into 3 pieces, wrap each piece with 1/2 strip of bacon, secure with a toothpick.
7. Toss the brat with the sugar mixture to coat and place onto baking sheet.
8. Bake until the bacon is brown and crisp, about 25-35 minutes.