Poke bratwurst several times with a small fork and place into a saucepan. Pour in beer and bring to a boil. Reduce heat to medium and simmer for 15 minutes. Remove bratwurst from beer and allow to cool to room temperature.
Preheat the oven to 425 degrees F (220 degrees C). Line a baking sheet with aluminum foil and place a wire rack on top.
Toss brown sugar and cayenne pepper together in a large bowl and set aside.
Cut each boiled bratwurst into thirds. Wrap each piece with ½ strip bacon; secure with a toothpick. Toss bacon-wrapped bratwurst with cayenne mixture to coat, then place on the prepared baking sheet.
Bake in the preheated oven until bacon is brown and crisp, 25 to 35 minutes.
