Special equipment: fondue pot and skewers
Preheat a grill for direct grilling. If using charcoal, arrange it so that you have areas of medium-high and low to medium-low heat.
Combine the cheeses in a large bowl and toss with the cornstarch. Bring the brat cooking liquid to a simmer in a medium saucepan over the higher heat. Add the cheese, a few handfuls at a time, and stir in a figure eight motion with a wooden spoon until smooth. Whisk in the 2 tablespoons spicy brown mustard and hot sauce and season with salt and pepper if needed. Transfer to a fondue pot and keep warm.
Place a drip pan under the lower heat side of the grill and put the bacon on the grill. Cook until nicely charred on both sides and cooked through, about 5 minutes per side. Transfer to a platter or cutting board.
Toss the mushroom caps with some of the canola oil and season with salt and pepper. Transfer the mushroom caps to a grill basket and cook over the higher heat side, tossing occasionally, until cooked through, about 10 minutes. Transfer to a serving bowl.
Brush the rye bread on both sides with canola oil and season with salt and pepper. Grill the bread over the higher heat side until toasted and slightly charred, 3 to 4 minutes per side. Transfer to a platter or cutting board.
Cut the bacon, rye bread and Beer-Simmered Bratwurst into chunks. Serve alongside the fondue with the mushrooms and the mustards.
Preheat the grill for direct grilling, high heat.
Combine the beer, caraway, coriander, mustard seeds, onions, garlic and ginger in a large stockpot. Then, add the bratwurst. Place the pot on the grates of the grill and bring to a simmer. Simmer the sausages until half-cooked, about 5 minutes. Remove the pan from the grill and let the bratwurst sit in the liquid for 30 minutes. Transfer the brats to a platter or cutting board and strain the liquid into a bowl, discard the solids. Reserve the liquid for the fondue.
Brush the sausages with canola oil and grill until the casings are crisp and golden brown and the sausages are cooked through, 4 to 6 minutes per side. Keep warm until serving.