Place bacon strips in a 12-inch cast-iron skillet. Prepare grill for indirect grilling, except omit drip pan. Test for medium heat above the center of the grill. Place the skillet with the bacon on the grill rack in the center of the grill (not over heat). Cover and grill about 12 minutes or until bacon is crisp, turning once.
Remove bacon from skillet, reserving drippings in skillet. Drain bacon on paper towels; crumble bacon.
In a medium bowl stir together the biscuit mix and cayenne pepper. Add the beer and crumbled bacon; stir until biscuit mix is moistened.
Carefully spoon dough in 8 mounds into hot skillet on grill rack. Cover grill and grill about 8 minutes or until biscuit bottoms are light brown. Serve warm. Makes 8 biscuits.