Preheat oven to 375F. Start by slices of bacon into quarter-pieces, so you have 24 quarter-slices of bacon. Place a little smokie on top of the slice of bacon.
Roll the little smokies up in the bacon so that there is a small amount of overlap and stick a toothpick into them.
Set on a cookie sheet covered with foil and bake for 25 minutes. After 25 minutes, baste little smokies with BBQ sauce and bake for another 10-12 minutes.
Remove from the oven and let cool slightly, then serve.