Preheat oven to 350 degrees F. Line a rimmed baking sheet with foil and lightly spray with cooking oil.
Cut the bacon into thirds. Tightly wrap a third of a bacon slice around one sausage, and place it onto the prepared baking sheet, seam side down. Repeat with remaining bacon and sausage. Make sure the bacon wrapped sausages are lined in one layer on the baking sheet. Bake for 20-25 minutes.
Remove the sausages from the oven and transfer to a large skillet. Heat over medium-high heat until the bacon is crispy. Sprinkle a couple of tablespoons of brown sugar on top and toss to evenly coat. Transfer to an oven safe serving dish and place under the broiler until the sugar is bubbly. Serve hot, warm or at room temperature. Provide toothpicks for easy serving.
Recipe Note: Instead of crisping the sausages in the skillet after baking, you can also bake them for a longer time at a higher temperature, while sprinkled with brown sugar. Just keep your eye on it and remove from oven when they reach your desired crispiness. (They do crisp up a little more as they set, as well.)