Preheat the oven to 200C/400F/Gas 6.
Lay the bacon out on a chopping board. Place one sausage at the end of each rasher of bacon and roll the sausage up in the bacon.
Heat the oil in an ovenproof frying pan, add the bacon-wrapped sausages and fry for a few minutes until lightly browned all over.
Transfer to the oven for 8-10 minutes, or until golden-brown and completely cooked through.
To serve, place the sausages into a serving bowl with cocktail sticks.