Remove tempeh from packages and cut each in half lengthwise. Stand the 4 strips on their cut side and slice each straight down the middle. You should be left with a total of 8 thin strips, measuring about 1x 6 x ¼-in (2.5 x 9 x 0.8 cm) each.
In a large pan over medium-high heat, combine pineapple juice, agave syrup, soy sauce, water, brown sugar, canola oil, ginger, sesame oil, garlic and cayenne pepper, if using, and stir to combine. Bring to a gentle simmer. Reduce heat to medium-low and add the tempeh. Simmer for 5 minutes, then remove from heat and let sit for at least 30 minutes to absorb the flavour.
Preheat BBQ to medium heat, about 400 F (200 C) and lightly oil the grill.
Remove tempeh from marinade and save for basting.
Turn off one side of the grill and place marinated tempeh on the cool side. Close BBQ lid and cook about 15 minutes, flipping every 5 minutes and basting with reserved marinade, until lightly charred and tender. Be sure to adjust the heat to maintain a steady grill temperature. For a bit of extra smokey char, transfer to the hot side of the grill and cook for about 30 seconds on either side.
Serve with rice, salad or coleslaw or as part of a flavour packed protein bowl.