Preheat oven to 450 degrees with rack in upper third. Put a small baking sheet in oven to preheat, 2 to 3 minutes.
Meanwhile, wrap 1 piece of bacon around the middle of each sausage. Arrange sausages, seam side down, on the heated baking sheet and cook until sausages are cooked through and bacon is golden and crisp on edges, about 20 minutes. Drain on paper towels and serve.