Step 1: Moisten your countertop with a damp towel. (This keeps the foil and sausage roll from sliding.) Lay a 3-foot sheet of aluminum foil on the counter, narrow end towards you, with 3 inches hanging over the edge.
Step 2: Place the breakfast sausage on the foil and pat it into a 12-inch square, leaving a 2-inch border on each side of the foil. (The narrow end should face you.)
Step 3: Lay the cheese slices on top in a single layer. Cut the ends off the Polish sausages on a 45 degree angle and arrange the sausages end to end on the pork rectangle about 2 inches up from the edge closest to you, parallel to the narrow end. Overlap the diagonal cuts to form one long sausage.
Step 4: Lifting the edge of the foil closest to you and pulling it away from your body, start rolling the breakfast sausage rectangle around the Polish sausage. Roll it one complete turn. Gently pat the roll through the foil to even it out.
Step 5: Spread the minced hot links over the remaining breakfast sausage, leaving a 1-inch border at each edge.
Step 6: Continue rolling the sausage, lifting the foil and pulling it away from you. You should wind up with a compact log. Pat the log to even it out. Refrigerate the foil-wrapped log to firm it up while you make the bacon lattice.
Step 7: Build the bacon weave. Moisten your countertop or workspace with a damp towel. Lay a 15-inch rectangle of parchment paper, plastic wrap, or heavy-duty foil on the dampened workspace and smooth it out. Arrange 8 strips of bacon, sides touching, parallel to the edge of the parchment.
Step 8: Fold back the even-numbered strips of bacon (2, 4, 6, and 8) and lay a 9th strip of bacon snugly against the folds (perpendicular to the first 8 slices). Next, fold back the odd-numbered strips of bacon (1, 3, 5, and 7) and lay a 10th strip of bacon snugly against the folds. Repeat, alternating even- and odd-numbered strips until the bacon weave is complete.
Step 9: Gently unwrap the chilled sausage roll and place it in the center of the bacon square—it (and its lengthwise seam) should run parallel to the edge of your counter. Lifting the overhanging edge of the foil under the bacon, wrap the fatty in the bacon lattice. Tuck in the ends of the foil and gently pat the fatty to make an even compact log. Refrigerate for at least 1 hour or until you’re ready to smoke. The fatty can be prepared up to 4 hours ahead to this stage.
Step 10: Set up your smoker following the manufacturer’s instructions and preheat to 250 degrees. Add the wood chunks just before smoking.
Step 11: Gently unwrap the bacon-wrapped sausage roll and place it seam side down on one of the racks of your smoker. Smoke the fatty until browned on the outside and cooked to 160 degrees in the center. Depending on your smoker and the weather, this will take 2 to 3 hours. Not surprisingly, the fatty will release a lot of fat and shrink about 40 percent in size: this is normal.
Step 12: Loosen the fatty from the smoker rack (gently rock it back and forth with the edge of a spatula). Transfer the fatty to a cutting board. Let rest for 5 minutes, then cut crosswise into 1 inch slices. Awesome!