You'll need: Hot Dogs, Egg, Puff Pastry, Sesame Seeds, Mayo, Mustard, Honey.
Cut hot dogs and roll in puff pastry.
Brush with egg white, sprinkle with sesame seeds and bake.
Mix dipping sauce ingredients together, and put finished pigs in a blanket on a plate.
Go ahead and sprinkle the egg-washed pastry with a little salt, poppy seeds, everything bagel seasoning, or even shredded cheese for added crunch or flavor.
You can roll the pigs in their blankets a day ahead of time and keep them covered in the refrigerator overnight. Give them the egg wash right before baking.