Preheat the oven to 375°F. Line a baking sheet with foil and spray with non-stick spray. Set aside. Cut the bacon slices into thirds. Take one piece of bacon and gently stretch it out. Place one sausage on top of the bacon and roll it up making sure there is an overlap of the bacon under the sausage.
Place the bacon wrapped sausage on the prepared baking sheet with the overlap seam on the bottom to prevent them from unrolling. Repeat with the remaining sausages and bacon. Bake the sausages for 20 minutes.
In a small bowl, combine the maple syrup, grainy mustard, pepper, and optional cayenne pepper. Whisk together. After the sausages have baked for 20 minutes, remove from the oven. Brush each sausage with the maple mustard glaze.
Continue baking for another 10 minutes then repeat brushing the sausages with more of the glaze. Bake for another 10 to 15 minutes until the bacon is browned and crispy, brushing with any remaining glaze so that it is all used up.
Allow the sausages to cool for 10 to 15 minutes before serving as they can be quite hot. Enjoy!