Use the tines of a fork to pierce the skin of each bratwurst several times. Place bratwurst in a large resealable plastic bag set in a shallow dish. For marinade, stir together beer, onion, steak sauce, paprika, and garlic. Pour over bratwurst; seal bag. Marinate in the refrigerator for 6 to 24 hours, turning bag occasionally.
Transfer bratwurst and marinade to a large saucepan. Bring to boiling; reduce heat. Cover and simmer for 10 minutes.
Meanwhile, in a large skillet cook bacon until brown but not crisp. Drain on paper towels.
Using tongs, remove bratwurst from saucepan; discard marinade. Let bratwurst cool slightly. Wrap a slice of bacon around each bratwurst; secure with wooden toothpicks.
For a charcoal grill, grill bratwurst on the rack of an uncovered grill directly over medium coals about 5 minutes or until brown and bacon is crisp, turning often. (For a gas grill, preheat grill. Reduce heat to medium. Grill bratwurst on grill rack over heat. Cover; grill as directed.)
Remove and discard toothpicks from bratwurst. Serve bratwurst on rolls with coarse ground mustard and Tangy Midwest Slaw.
Tangy Midwest Slaw
In a medium bowl stir together the first 5 ingredients (through hot pepper sauce). Add coleslaw mix; toss to coat.