Preheat your oven to 200°C (400°F/Gas Mark 6). Line a large baking tray with parchment paper.
Cut each bacon rasher in half lengthways so you have 24 strips. If your bacon is very long, you might need to trim it slightly.
Wrap each sausage with a strip of bacon, starting at one end and spiraling around to the other. Secure with a toothpick if needed, though they usually stay put once they start cooking.
Arrange the wrapped sausages on the prepared baking tray, making sure they're not touching so they crisp up nicely.
In a small bowl, mix together the maple syrup and Dijon mustard. Brush this mixture generously over all the pigs in blankets.
Sprinkle the fresh thyme leaves over the top and add a good grinding of black pepper. Drizzle lightly with olive oil.
Roast for 25-30 minutes, turning them halfway through, until the bacon is crispy and golden and the sausages are cooked through.
Serve immediately on a platter as part of your Christmas dinner, or let them cool slightly if serving as appetizers. They're delicious either way!