Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper or aluminum foil for easy cleanup. If you're using foil, give it a quick spray with cooking spray.
Cut the sausages into bite-sized rounds, about 1-inch thick. If using kielbasa or larger sausages, you might want to cut them into half-moons instead.
Slice the bacon into thirds widthwise. Each bacon strip should yield three shorter pieces, just the right size to wrap around our sausage bites.
Wrap each sausage piece with a bacon strip, securing with a toothpick. Don't worry if they don't look perfect—they'll shrink and tighten as they cook.
Arrange the wrapped sausages on your baking sheet, leaving a little space between each one. They'll release some fat as they cook, so don't crowd them.
In a small bowl, mix together the BBQ sauce, brown sugar, garlic powder, and cayenne pepper (if using).
Brush each sausage bite generously with the BBQ sauce mixture. Don't have a pastry brush? No problem—just drizzle or spoon it over.
Bake for 15 minutes, then remove from the oven and turn each piece over.
Brush with more BBQ sauce and return to the oven for another 10-15 minutes, until the bacon is crispy and the sauce has caramelized.
Transfer to a serving plate, remove toothpicks (or keep them in for easier grabbing), sprinkle with parsley, and serve with extra BBQ sauce for dipping.