Here in the U.S., pigs in a blanket is a similar dish to British sausage rolls. However, they're not exactly the same thing. Pigs in a blanket is typically hot dogs or cocktail sausages wrapped in dough (it can be puff pastry dough, crescent roll dough, biscuit dough, etc.) and baked. It's usually a quick and easy appetizer or party food. On the other hand, sausage rolls are made of a raw sausage meat mixture wrapped up in shortcrust, rough puff pastry, or puff pastry. It can be served as pub food, picnic food, or part of a holiday buffet table.