pig in a blanket
/ˌpɪɡ ɪn ə ˈblaŋkɪt/informal (originally and chiefly North American )
noun
1Oysters served wrapped in strips of bacon. Usually in plural Compare angels on horseback.
2A sausage wrapped in pastry or other dough; a sausage served in a roll, a hot dog. Also (usually in plural): a sausage wrapped in bacon, frequently served as an appetizer.
Origin
Late 19th century; earliest use found in New York Daily Tribune. From pig + in + a + blanket.