To make lil smokies in a blanket, wrap each sausage in crescent roll or puff pastry dough, and bake them until the dough is golden and the sausages are heated through. The oven temperature and baking time varies depending on the type of dough used for the blanket.
To make lil smokies in a blanket using crescent roll dough, unroll the dough and separate it into triangles. Cut each triangle into three smaller, narrow triangles. Add a lil smoky on top of the shortest side of a triangle, and roll the sausage up. Place it with the point side facing down on a cookie sheet. Repeat the process until all of the sausages are rolled in their blankets, and bake them for 12 to 14 minutes at 375 degrees Fahrenheit.
Alternatively, place a sheet of thawed puff pastry dough on a floured work surface. Cut the dough into thin strips that measure approximately 1 inch wide and 3 inches long. Beat one egg with 2 teaspoons of water in a bowl. Top each puff pastry strip with a lil smokey, and roll it up.
Place all of the rolled sausages on a baking sheet lined with parchment paper, with the seam facing down. Brush the tops with the egg wash, and sprinkle the tops with finely grated cheese or seeds. For optimal puffing, chill the prepared sausages for 15 to 30 minutes. Bake them for 20 minutes at 400 F.