Preheat your oven to 375°F (190°C) and line a large baking sheet with parchment paper or aluminum foil.

Slice the smoked sausage into 1/2-inch thick rounds and set aside.

Cut the thick-cut bacon slices in half. Wrap each bacon strip around the edge of a sausage slice, forming a small 'cup,' and secure with a toothpick.

In a mixing bowl, combine the cream cheese, shredded cheddar cheese, chopped green onions, and barbecue rub. Mix until well blended.

Spoon or pipe about 1 tablespoon of the cream cheese mixture into each bacon-wrapped sausage cup.

Place the prepared pig shots on the lined baking sheet, evenly spaced apart.

Bake in the preheated oven for 35-40 minutes, or until the bacon is crispy and the filling is bubbling.

If desired, brush the tops with barbecue sauce during the last 5 minutes of baking for added flavor.

Remove from the oven and let cool slightly before serving. Enjoy!