Meat wrapped in more meat is awesome, and especially when the "more meat" is bacon. I could wax poetic on and on and on like some other people in this Recipe SWAT Team, but I'll opt for economy of expression here and just say: !@#$ — try this. (Besides, it only has three ingredients and takes 15 minutes to prepare.)
Preheat the oven to 300 degrees.
Heat a large, oven-safe sauté pan over medium heat for 5 minutes. Wrap a slice of bacon around each bratwurst. Carefully place each bratwurst in the pan and cook, gently rotating the pieces with a pair of tongs every 45 seconds or so, until browned on all sides.
Place in the oven and bake until cooked through, about 5 minutes. Serve with mustard on the side for dipping.