Pigs in a Blanket with Cheese and Parmesan Ranch Butter will be all the rage at your next party. This Crescent Roll Pigs in a Blanket Recipe is easy, fun, and oh so delicious. If you've wondered How to Make Pigs in a Blanket, these Lil' Smokies wrapped in sharp cheddar, crescent roll dough, and brushed with parmesan ranch butter are sure to be a hit. #thecookierookie #appetizers