Sizzles are a cross between the Frizzled Cochin and Silkie. Frizzles are a separate breed altogether, although the Frizzle gene can and has been introduced to other breeds. I have a Polish Frizzle. There's full information on both breeds on the BYC main site under the heading of Breeds.
As I understand it, the frizzle gene causes the feather shaft to curl back towards its root. The silkie gene causes and absence of feather barbs, giving them a 'hair' look. I'm guessing a sizzle is a bird with a barb-less feather which curls back on itself.