Remove cooked bacon from the frying pan and chop into small pieces. Set bacon aside for now. Leave about 1 tablespoon of bacon grease in the frying pan and discard the rest of the grease.
Cook onion in the frying pan over medium-high heat until tender (about 5 minutes).
Add in ketchup, BBQ sauce, brown sugar, yellow mustard Worcestershire sauce and bacon to the frying pan and simmer over low heat for 5 minutes.
Spray a 9x13 baking dish with non-stick cooking spray. Place the 4 cans of beans in the dish and remove ½ cup of the liquid that came out of the cans. Add in all the contents of the frying pan. Stir well to mix.
Place the lid (or aluminum foil) over the baking dish and bake for 45 minutes. Remove cover after 45 minutes and cook for an additional 15 minutes. Let sit for 20 minutes before serving to give the sauce a chance to thicken a bit.
If you are making baked beans in the summer and want to keep the house from overheating when turning on the oven you can also make your baked beans on the grill! Just place them on the grill next to whatever meat is cooking, and let them cook the whole time the meat is on.