Step 1

To make the honey-mustard sauce, in a small bowl, stir together the honey, both mustards, mayonnaise, vinegar and cayenne until smooth. Cover and refrigerate until ready to use.

Step 2

On a lightly floured work surface, gently roll out or trim the puff pastry (depending on its original size) into an 8-by-12-inch (20-by-30-cm) rectangle. Then cut into 12 rectangles, each 2 by 4 inches (5 by 10 cm).

Step 3

Line a large plate or a baking sheet with parchment paper. Spoon a scant 1/2 tsp. honey-mustard sauce onto the narrow end of a puff pastry rectangle and place a cocktail sausage on top. Tightly roll the puff pastry around the sausage, then brush the end of the pastry with a little of the beaten egg and press to seal. Place, seam side down, on the prepared plate. Repeat to make the remaining pigs in a blanket.

Step 4

Brush the tops of the rolled pigs in a blanket with the remaining beaten egg and sprinkle with the everything seasoning. Refrigerate, uncovered, for 30 minutes, or cover and refrigerate up to overnight. The pigs in a blanket can be wrapped tightly in plastic wrap and frozen up to 3 days.

Step 5

Preheat an air fryer to 400°F (200°C) for at least 5 minutes or according to the manufacturer’s instructions.

Step 6

Generously spray the fry basket with oil spray. Place 6 pigs in a blanket, seam side down, in a single layer in the fry basket, making sure the seam is sealed to prevent the pastry from expanding during frying. Leave some space between each one to promote a constant flow of air, which will maximize crispness. Lightly spray the pigs in a blanket with spray oil. Insert the basket into the air fryer. Cook until the pastry is crisp and flaky, 6 to 8 minutes (check after 6 minutes, as air fryers cook differently). Transfer to a platter. Repeat to cook the remaining pigs in a blanket. Serve with the remaining honey-mustard sauce for dipping. Serves 3 or 4.

Step 7

Williams Sonoma Test Kitchen