WordNet
n. small frankfurters wrapped in biscuit dough and baked
Wikipedia
Pigs in blankets (or pigs in a blanket) refers to a variety of different sausage-based foods in the United States, United Kingdom, Denmark, Ireland, Germany, Belgium, Russia, Canada, and Japan. Many are large, but other recipes call for a dish that is small in size and can be eaten in one or two bites. For this reason, they are usually served as an appetizer or hors d'oeuvre or are accompanied by other dishes in the 'main course' section of a meal. In the West, especially in the United States and Canada, the bite-sized variety of pig in a blanket is a common hors d'oeuvre served at cocktail parties and is often accompanied by a mustard or aioli dipping sauce.
Pigs in a blanket are usually different from sausage rolls, which are a larger, more filling item served for breakfast and lunch in parts of Europe, Australia, and, more rarely, the United States and Canada.