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1. Preheat the oven to 350 degrees F.
2. With a baking sheet that has sides to catch the grease, line a baking sheet with aluminum foil and place a wire rack over the foil.
3. Stir together the brown sugar, mustard powder, cinnamon, nutmeg, and cayenne pepper in a small bowl.
4. Press each slice of bacon into the mixture until well coated.
5. Twist each strip a few times and place on the prepared baking rack.
6. Bake until the bacon is browned and crisp enough to hold its shape which takes about 30 minutes.
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