A dish consisting of some sort of sausage
wrapped up in some sort of bread
like thing, with a fairly wide choice of details.
At IHOP, "Pigs in a Blanket" consists of spicy sausage links wrapped in pancakes. (The sausages and pancakes are cooked separately on the same grill.)
In my family's cookbook, "Pigs in a Blanket" are served exclusively on New Year's Eve. They're made by wrapping small hot dogs (cocktail weiners) in the refrigerated dough sold for making croissants, then baking the dough-wrapped hot dogs in a toaster oven.
I'd be curious to learn where the name comes from; it sounds unusual enough to my American ears that I'd guess it could be British.