Preheat smoker to 275°F.
Cut bacon strips into thirds lengthwise. Wrap each piece of bacon around a cocktail sausage.
Pierce with a toothpick and dredge in brown sugar. Place on a baking sheet and then place on rack in smoker.
Smoke sausages for 2 to 2½ hours, until bacon is crispy, making sure your baking sheet does not block the airflow along the sides of the smoker.
You may also want to use a sheet that has holes for drainage. Another suggestion is to smoke them for about 15 minutes to absorb that delicious smokey flavor from the wood chips, then finish in the oven at 350°F for an additional 20 to 30 minutes, until bacon is cooked through.