Remove your pigs in blankets from the packaging. Heat a heavy based non-stick frying pan over a medium heat. Brush with a thin film of oil. Add the pigs in blankets to the pan. Cook over medium heat turning regularly until they reach a light golden colour, this should take around 3 to 4 minutes. Next, transfer onto a roasting tray, preferably around your roast, and cook for a further 8 to 10 minutes until rich in colour and caramelized.