Slice the bacon into thirds and sprinkle with the rub.
Place a cocktail sausage at the end of each piece of bacon and roll up.
Place seam-side down into the Big Easy basket.
Fire up your Big Easy and insert the basket full of smokies.
Cook for around 20 minutes or until the bacon starts to crisp (it will crisp up more as it cools, so do not over-cook it). The top pieces may get done before the bottom. If that happens, simply remove the bunk bed basket and continue cooking the sausages on the lower level.
Let cool slightly before serving.
Serve with your favorite dipping sauce.
Note: To cook an entire package of cocktail sausages at once in your Big Easy you'll need the Bunk Bed basket..