They don't quite make up for the lack of sausage rolls, but I have discovered that my local supermarket stocks frozen "Franks in a Blanket". And they are a godsend. Apparently in the US, pigs in blankets can also be called franks in blankets or franks in blanks. And I don't think they are the same as UK pigs in blankets - these are pork sausages wrapped in puff pastry (which is about as close to sausage rolls as you get here). Aren't pigs in blankets normally wrapped in bacon? Stupid Americans.