<P> In Mexico, the sausage is wrapped in a tortilla and deep fried in vegetable oil . The name "salchitaco" comes from the fusion of the words salchicha (sausage) and taco (sausage taco). </P> <P> In both Australia and New Zealand, pig in a blanket is a cocktail frankfurter wrapped in bacon and / or puff pastry . </P> <P> In China, a Chinese sausage wrapped in pastry is called "Lap Cheong Bao" and is steamed rather than baked . </P> <P> In Hong Kong, a hot dog wrapped in pastry is called "Cheung Jai Bau" or "Hot Dog Bun" and is baked . </P>

Where did the term pigs in a blanket come from