Gather your supplies.
Preheat oven to 350 degrees Fahrenheit.
Get your bowl and add your pancake mix and milk into it.
Mix with spoon until it's the consistency of dough.
Place the dough on a clean flat surface and knead the dough ten times.
Take about a one inch ball of dough and roll it to a cylinder shape.
Flatten the dough to a 2x3 inch oval. Place the cheese and then the sausage one end of the dough. The cheese is optional.
Wrap the sausage with the dough.
Get your baking sheets and wrap them with the aluminum foil.
Place the pigs in a blanket on the baking sheet leaving about a inch of space between them.
Place in oven and let them cook for 15 minutes.
Carefully take them out of the oven when done.
Enjoy the pigs in the blanket before they disappear.