Preheat oven to 350ºF (177ºC). Line a rimmed baking sheet with aluminum foil. (For an alternate cooking method try bacon wrapped smokies in an air fryer)
Wrap each smokie with a bacon piece, overlapping ends, then secure it with a toothpick.
Mix brown sugar (3/4 cup) and cayenne pepper (1/4 teaspoon) in a shallow bowl then firmly press each smokie in mixture, coating generously.
Place in a single layer on a prepared pan and bake in the preheated oven for 30 minutes or until bacon is browned. Flip the sausages and continue to cook another 20-30 minutes or until the bacon is browned on the second side.
Remove from oven, and serve. CAUTION: These little buggers will be HOT, in more ways than one, so a little cooldown period is advised.