Slice the smoked sausage (about half inch thick) and cut the bacon in half.
Wrap each piece of bacon around each sausage slice, attempting to make each look like a shot glass with the sausage as the bottom. Put a toothpick through where the bacon overlaps, through the bacon and into the sausage.Note: If a piece of bacon is too short to make it overlap around the sausage, stretch it or roll it slightly thinner.
Put the cream cheese, Cool Whip, and a few shakes of BBQ seasoning in a bowl. Mix together with a spoon or hand mixer until combined.
Fill each pig shot 3/4 full with the filling, add some crushed pineapple to top each one off, and sprinkle more BBQ seasoning over the pig shots.Note: Should make approximately 20 to 25 pig shots. Overfilled pig shots may overflow as they cook.
Set your pellet grill to 350 degrees and place the pig shots on the grate for 45 minutes to 1 hour (keep an eye on them and remove when the bacon is done to your liking). Add half of a cherry during the last 15 minutes of cooking.Note: These can also be baked in a 350 degree oven for 45 minutes to 1 hour on a wire baking rack over a baking sheet.