Heat your oven to 350°F and prepare a baking sheet by lining it with parchment paper or foil and lightly spraying it with cooking spray.
Dry the little smokies thoroughly using paper towels after removing them from their packaging.
Take one piece of bacon and wrap it around each smokie, then fasten it securely with a toothpick through the center.
Combine the brown sugar and chili pepper in a large resealable plastic bag.
Place the bacon-wrapped smokies into the bag, seal it, and shake gently until each smokie is well coated with the sugar mixture.
Arrange the coated smokies evenly on the prepared baking sheet.
Bake in the preheated oven for about 30 minutes or until the bacon is crispy and golden.
Serve these sweet and savory smokies immediately, paired with barbecue sauce or your favorite honey mustard for dipping.