Simple and delicious! We wrapped and sugar-coated the cocktail sausages and set on a foil-lined baking sheet in the fridge for the brown sugar to marinade. Did not need toothpicks to hold together. When we were ready to bake, we pulled the sheet out of the fridge to sit at room temperature while the oven preheated and cooked for 25 minutes. Served warm with BBQ sauce on the side. Great appetizer for a crowd!