Preheat oven to 350°F and line a baking sheet with parchment paper.
Roll out the thawed puff pastry into an even square and cut into approximately 2-inch squares.
Brush each piece of pastry lightly with Dijon mustard, if using.
Place one mini frank diagonally on each pastry square and wrap the pastry around it.
Place each wrapped frank seam-side down on the prepared baking sheet.
Brush the tops with beaten egg and sprinkle with your favorite seasoning.
Bake for 10–12 minutes, or until the pastry is puffed, golden brown, and crisp.
Serve warm with mustard, ketchup, cheese sauce, honey mustard, or your favorite dipping sauce.
Video
Notes
Pigs in a blanket can be assembled ahead and refrigerated, covered tightly with plastic wrap, until ready to bake. For the best texture, add the egg wash and toppings right before baking.
To freeze, arrange unbaked pigs in a blanket in a single layer on a baking sheet and freeze until firm. Transfer to a zip-top freezer bag and freeze for up to 2 months.
Bake from frozen at 350°F for 20–25 minutes, or until puffed and golden brown.
You can apply the egg wash before freezing if you want them fully prepped.
Store leftovers in an airtight container in the refrigerator for up to 3 days. Reheat in a 350°F oven until warmed through and crisp.