In deep fat fryer or heavy saucepan, heat 4 inches oil to 325°F over medium-high heat.
Meanwhile, prick each sausage with fork; place sausages on microwavable plate, and microwave uncovered on High 1 minute.
Separate dough into 8 triangles. Wrap 1 bacon half and 1 cheese half around 1 sausage. Place wrapped sausage on pointed end of triangle, and roll up, pinching seam and ends, and encasing sausage in dough. Repeat with remaining dough, bacon, cheese and sausage.
Fry in hot oil 3 to 4 minutes or until browned all over, turning as necessary. Drain on paper towels. Serve with favorite accompaniments.