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Place the pan (on the baking sheet) into the preheated oven. Bake for 25–30 minutes, stirring gently halfway through, until the sausages are heated through and the sauce is bubbling and starting to thicken.
Turn the oven to broil on high for 2–4 minutes, watching very closely, until the edges of the sausages are slightly browned and the sauce looks glossy and sticky. This is what gives them that irresistible, caramelized look and flavor. Do not walk away while broiling; they can go from perfect to scorched quickly.
Carefully remove the pan from the oven and let the lil smokies rest for about 5–10 minutes. The sauce will thicken more as it cools, turning into that clingy, finger-licking glaze everyone loves.
If you’re serving right away, set the disposable aluminum pan on your salt-and-pepper granite counter with a small spoon for extra sauce and a cup of toothpicks. If you’re packing some up, use a spoon to divide a portion of the glazed lil smokies and plenty of sauce into the paper takeout boxes. Serve warm, and expect people to keep circling back, “just grabbing one more,” until the pan is totally wiped out.