Cut the sausage into coins that are half as thick as the bacon is high when stood on edge.
Wrap the bacon around the sausage and secure with a toothpick. You want the bottom of the sausage to be even with the bottom of the bacon. This will form a level edge on the bottom, and a little 'cup' at the top for the remaining ingredients.
Spoon some cream cheese into each 'cup'. Sprinkle with brown sugar and your favorite BBQ rub.
Place on smoker until the bacon is done and just starting to crisp up.