Preheat the oven to 375°F. Line a baking sheet with parchment paper or lightly grease it.

Prepare sausage links according to package directions and set aside.

In a medium bowl, whisk together the milk, egg, vanilla extract, sugar, and cinnamon until fully combined.

Roll out the crescent dough triangles. Brush one side of each triangle with the French toast mixture. Place a cooked sausage link at the wide end of the crescent triangle and roll toward the smaller end, enclosing the sausage.

Once all sausages are wrapped in the crescent rolls, brush the tops with the remaining French toast mixture for added flavor.

Place the assembled pigs in a blanket on the prepared baking sheet and bake for 12-15 minutes, or until golden brown and crispy.

Remove from the oven and serve warm. These make for a perfect breakfast treat or brunch dish, pairing well with maple syrup for dipping.