Preheat the oven to 400°F/ 200°C and line a baking tray with baking paper. Cut the cheese into 12 rectangles. Cut the bacon lengthwise to yield 12 rashers.
Step 2
Place a piece of cheese next to the sausage. Wrap each piece of bacon around a chipolata, encasing the cheese as much as possible (if using). Secure with cocktail sticks if necessary.
Step 3
Place all the pigs in blankets in the roasting tray. Roast for 20-25 minutes. The sausages should be golden-brown, the bacon, crisp, and cooked through.