 They are somewhat similar to Devils on horseback and the Midwestern version of pigs in a blanket, a traditional dish of the American Midwest.Scallops wrapped in bacon appears to be a variation on this dish.Strictly speaking angels on horseback (and the original UK form of pigs in a blanket) are an hors d'œuvre, unlike the US variant of pigs in a blanket, which are canapés, since the latter always involve a bread base or wrapping, and angels on horseback are not by necessity served on toast.