Pigs in a blanket
The literal meaning of pigs in a blanket is the name for hot dogs, or small pork sausages, wrapped in pastry. It was and still is a popular American snack, and this apt name for it is first cited from the 1920s. Its metaphorical use came a little later, and is a popular American expression that means being wrapped up, snug and warm, with the obvious allusion to the original snack.