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Canvassed the forum last week for recipe input - took the plunge this week and prepared Pig Shots for an appetizer. Nothing real complex - just followed the steps outlined here. These things are over-the-top very good - if you like sausage, bacon, and Cream cheese. I put some fresh Jalepeno chunks in the cream cheese, topped with Brown Sugar and some homemade rub a friend gave to me.
One other note about prep. My standard "go-to" with larger groups for an appetizer has in the past been some variant of bacon wrapped jalepeno (insert filling here). This is so much less work assembling. Don't let the bacon strips get warmed up much. I used a piping bag for the filling. If I wanted 50+ appetizer servings - this would be the route I would go.