Preheat oven to 375°
Using a sharp knife, cut pretzels in half
Cut the bacon slices in half
Mix the sugar, chili powder, and cayenne in a medium size bowl and then spread it out on a large flat dish
Coat each strip of bacon, on both sides, with the brown sugar mix. Press firmly to make sure a lot of it adheres to the bacon
Warp the bacon around the pretzel
Place bacon wrapped pretzels on a wire rack on top of a baking sheet or roasting pan. Make sure the tail end is face down so that it doesn't unwrap while cooking
Bake for 10 minutes, or until bacon is cooked thoroughly, but not burnt. Serve immediately
Enjoy!
