Prepare all of the ingredients. Preheat grill or grill pan to medium-high.
In a sauce pan over medium heat, add oil, garlic and half of diced onion. Cook for 3 minutes. Add remaining chili ingredients and stir to combine. Reduce heat to medium-low and cover to simmer.
In another sauce pan over medium heat, add butter. Once melted, whisk in flour and cook for 2 minutes. Whisk in lager and cook for 2 minutes. Whisk in heavy cream and cook for 2 minutes. Add in cheese and fully incorporated.
Add brats to grill and cook for 9 minutes on each side.
Split rolls and place on grill for 2-3 minutes.
Place bratwurts on grilled bun and top with chili, then beer cheese. Sprinkle with remaining onion and parsley.