I've seen other recipes for these little indulgent treats, but they cook them in a crockpot and I prefer to bake ours. Baking them in the oven allows the bacon to crisp, the liquids to be released from the Smokies, and the brown sugar to caramelize on them deliciously. It also allows to you control the fat content of them a bit more easily, as most of the bacon drippings will remain on the sheet pan after cooking. We usually make them during the holidays, but they're good for all year 'round, of course. So easy to make!