In the Untied States 'pigs in a blanket' referes to sausages of any kind, wrapped in dough or pancake batter and baked. Unlike British toad-in-the-hole, which is lots of sausages baked in amonst crisp surrounding Yorkshire pudding, these are individual and what might be called in the UK 'sausage rolls'. In the UK 'pigs in blankets' are a cocktail snack of chipolatas wrapped in rashers of bacon and baked, often served at the same time as 'devils on horseback' and traditionally cooked around the turkey for Christmas lunch in the UK..
