Preheat the grill to 300°.

Slice the sausage into 1 to 1½-inch coins.

Cut the bacon slices in half.

Wrap a piece of bacon around each sausage coin to create a small "cup," then secure it with a toothpick, making sure the toothpick goes all the way through the sausage to hold everything in place.

Using a teaspoon, fill each bacon cup with pimento cheese.

Place the pig shots on a lightly greased rack.

Cook for 60-70 minutes, or until the bacon is crisp and the filling is bubbly.

Remove from the grill and allow them to cool slightly before serving.

Serve warm.