Adjust oven rack to middle position and preheat oven to 350F.
Add the barbecue sauce, ketchup, broth, mustard, vinegar, liquid smoke, and cayenne pepper to a large mixing bowl. Whisk until well-combined.
Heat a large skillet over medium heat. Add the brats, and brown.
Stir in the onion, and cook, stirring regularly, for about 2-3 minutes, or until softened.
Add the garlic, and cook for 30 seconds, stirring the entire time.
Carefully add the brat mixture to the barbecue sauce mixture.
Add the baked beans, pinto beans, cannellini beans, and Ro-Tel. Stir until combined.
Carefully transfer the bean mixture into a deep 9x13-inch baking pan and place the pan on a rimmed baking sheet.
Arrange bacon pieces in a single layer over top of beans.
Bake until beans are hot and bubbling and the bacon is rendered, about 1½ hours.
Let the beans cool for 15 minutes before serving.
Notes
Barbecue sauce: Choose a barbecue sauce that you like the flavor of. I recommend choosing a neutral bbq sauce so that the flavor of the other ingredients can come through.
Brown sugar: Feel free to add more brown sugar to taste.
Cayenne pepper: The cayenne just adds a little flavor. If you'd like some heat, feel free to add more.
Ro-Tel: Or another brand of diced tomatoes with green chiles.