Preheat oven to 375 °F and line baking sheet with aluminum foil.
Soak toothpicks in water to prevent burning.
In a bowl, combine brown sugar, cayenne, salt, and pepper. Mix well.
Coat each bacon slice with seasoning mixture.
Wrap each bacon piece around a pineapple chunk and secure with a toothpick.
Bake 30-35 minutes, turning once halfway through, until bacon is nicely browned.
Serve immediately.