Line the air fryer basket with a paper liner meant for the air fryer, or a piece of parchment paper.
Unroll the crescent dough. Separate the dough along the perforated edges into 8 triangles.
Use a sharp, heavy chef's knife to cut each triangle into 3 smaller triangles (see the photos in the blog post for guidance).
Roll each little smokey sausage up in one small triangle of crescent dough. Start at the wide end of the triangle and roll up. (see photo above)
Air fry the pigs in a blanket in batches. Place about 8 or 10 pigs at a time into the air fryer basket. Make sure there is some space in between.
Air fry them at 350 degrees for about 8 minutes, or until they are puffed up and golden brown. There is no need to flip them over while they are cooking.
If you are making these in the oven, place the pigs in a blanket on a baking sheet that is lined with parchment. Preheat the oven to 375 degrees F. Bake them for 12-15 minutes, or until they are puffed and golden brown.