I've never eaten them, but I do remember my Better Homes and Gardens New Junior Cookbook had a recipe for Framed Eggs, which is just what you've described.
Now, Pigs in a Blanket was a hot dog and a piece of cheese (probably Velveeta ) laid diagonally on a piece of bread, two corners of the bread were brought up and attached to each other and the hot dog with toothpicks. Then the whole thing went into the oven until the cheese melted and the bread was toasted.
Mmmm gotta love kid food.
“When one door of happiness closes, another opens; but often we look so long at the closed
door that we do not see the one which has been opened for us.”
Helen Keller (1880–1968)