I've just read about them on Wiki - apparently pigs in a blanket is sausages wrapped in bacon in the UK but basically mini-sausage rolls in the rest of the world.....so actually we are both right. lol
"Pigs in blankets (also known as Wesley Dogs in parts of the US, and kilted sausages in Scotland) refers to a variety of different sausage-based foods in the United States, United Kingdom, Denmark, Australia, Ireland, Germany, Belgium, Russia, Canada, and Japan. They are typically 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 pigs in a blanket..........."
http://en.wikipedia.org/wiki/Pigs_in_blankets
Well I learned something new today anyway.........not that useful for a vegetarian mind. lol