Set oven control to broil. Spray 13x9-inch (3-quart) glass baking dish with cooking spray. Spray broiler rack and pan with cooking spray. Cut each bacon slice crosswise into 3 pieces. Wrap each piece around 1 sausage, securing with toothpick; place on rack in pan.
Broil with tops about 6 inches from heat 12 to 16 minutes, turning once, until bacon is crisp.
Meanwhile, in 1-quart saucepan, mix remaining ingredients. Cook over medium heat about 5 minutes, stirring frequently, until sugar is dissolved and mixture is bubbly.
Heat oven to 350°F. Transfer sausages from broiler pan to baking dish. Pour sauce over sausages; turn to coat with sauce.
Bake about 20 minutes or until hot and bubbly. Serve hot.