Heat bacon fat in a large skillet over medium-high. When cool enough to handle, trim any meat from bones and return meat to pot. Bring to a boil, then reduce heat to low, cover, and simmer 2 hours (the broth develops stronger flavor the longer you let it simmer). Transfer bones to a large Dutch oven or heavy pot. Place in a shallow baking pan and roast until browned and fat has rendered, about 45 minutes. Combine paprika, salt, black pepper, and cayenne pepper in a small bowl.
