1. Preheat your oven to three hundred fifty Fahrenheit. Line a large, rimmed baking sheet with aluminum foil and place a wire cooling rack directly onto the sheet.

2. Slice the bacon into pieces approximately one-third the length of a full strip. Wrap one piece of sliced bacon around the center of each cocktail sausage. Secure the wrap with a wooden toothpick.

3. In a medium bowl, combine the brown sugar, mustard, vinegar, and cayenne pepper (if using). Stir until the mixture is uniform and the sugar is dampened.

4. Roll each bacon-wrapped sausage parcel thoroughly through the glaze mixture until coated. Arrange the coated smokies in a single layer on the prepared wire rack.

5. Bake for fifteen minutes, allowing the bacon fat to render and the glaze to begin melting and caramelizing.

6. Remove the sheet, carefully turn each smokie over using tongs, and return to the oven for an additional ten to fifteen minutes, or until the bacon is deeply golden and crisp.

7. Allow the Brown Sugar Glazed Smokies to rest on the rack for at least five minutes before transferring to a serving dish. This is crucial for the glaze to set.