Poke bratwurst several times with a small fork, and place into a saucepan with the beer. Bring to a boil over high heat, then reduce heat to medium, and simmer for 15 minutes. Remove the bratwurst from the beer, and allow to cool to room temperature.
Preheat oven to 425 degrees F (220 degrees C). Line a baking sheet with aluminum foil, and place a wire rack on top.
Toss the brown sugar and cayenne pepper together in a large bowl and set aside. Cut each bratwurst into three pieces, wrap each piece with half strip of bacon, and secure with a toothpick. Toss the bratwurst with the cayenne mixture to coat, then place onto the prepared baking sheet.
Bake in preheated oven until the bacon is brown and crisp, 25 to 35 minutes.