Pigs in blankets or pigs in a blanket are a variety of different sausagebased foods in the United States, United Kingdom, Denmark, Ireland, Germany, Belgium. Lets be clear There is absolutely nothing wrong with your traditional, allAmerican pig in a blanket. Make and share this Pigs in a Blanket recipe from Genius Kitchen. This tasty recipe for pigs in a blanket is a Super Bowl party favorite and great everyday snack. Source The Martha Stewart Show, February Winter 2008.