Cut each slice of bacon into thirds and wrap it around the little sausages. Secure with a toothpick if needed.
Combine the brown sugar, chili sauce, and mayo together in a bowl. Brush on the mixture onto the bacon wrapped sausages.
Place in a single layer in the air fryer basket and cook at 400 °F for 10 minutes, flipping at the halfway point or until the bacon is cooked through to your liking.