Place the bacon wrapped rods on a cookie sheet, bake 20 minutes or until bacon is crisp. Turning once during baking will insure that the sugar will caramelize on both sides of the bacon. Watch carefully so the sugar doesn't burn. You can also put these on a baking rack on top of a cookie sheet to bake. I preferred just the baking sheet so the bacon would get nice and caramelized . Also, you'll notice when you turn the rods that they will get flimsy, don't worry, they firm up when they cool down. When you take them from the oven lay them in a single row on a cooling rack to cool, not touching each other while they are cooling so they don't stick together.