Start by preheating the oven to 180°C. Now, take each chipolata and carefully wrap it in a strip of bacon. Arrange them slightly apart on a baking tray. Pop them in the oven and bake for around 20-30 minutes, or until they're cooked through.

While your chipolatas are baking, let's whip up some relish. In a saucepan, heat the oil over medium heat. Cook the onion for about 5 minutes, or until it becomes soft. To the onion, add the garlic and cook, stirring, for about 30 seconds. Add the tomatoes and continue to cook, stirring occasionally, for approximately 10 minutes or until they turn nice and soft. Finish by stirring in the worcestershire sauce and adding sugar.

Season the sauce and transfer it to a serving bowl. Then, place the pigs in blanket on a plate for serving.