My gut is saying that you should let the dough rise before you refrigerate... because the refrigeration will interrupt the rising process and, even when allowed to warm, the yeast may not kick in.
Are you using rapid rise yeast or active dry? If you use rapid, it might quicken up the process, so it rises and you can then put them in the refrigerator when you go to bed. Just a thought...
Below is something I found on a bread making website. Good luck.
(I make bread because my daughter is allergic to cows milk.... I make it with goat milk. However that being aside, I think homemade bread would taste super yummy for pigs in the blanket. Good idea T.! I might have to try it!)
http://www.breadworld.com/FAQ.aspx
Can any dough be refrigerated?
Any dough can be refrigerated for a few hours to inhibit rising if the leavening process is interrupted. Long refrigeration is not recommended unless specified in the recipe. For best results, choose recipes specifically formulated for the refrigerator. Refrigerator doughs have more sugar and less salt than regular dough to keep the dough viable in the refrigerator. Refrigerator doughs are particularly good for rich, sweet doughs, as less flour is used. Refrigerator doughs are typically not kneaded. They become stiffer and easier to shape after refrigeration.