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Step 1
Place your puff pastry in the refrigerator to thaw.
Step 2
Heat oil in a 12-inch nonstick sauté pan over medium heat. Pat hot dogs dry with paper towel. Using tongs, carefully put hot dogs into sauté pan. Sear until you see color, about 1 minute, then rotate and sear for another minute on the other side. Turn off heat, place hot dogs onto plate and stick in refrigerator to cool.
Step 3
Take one sheet of puff pastry and lay out on your cutting board. Cut into thirds, following the natural folds of the pastry. Using rolling pin, roll each piece to 4 inches wide. Cut each piece in half, creating two 5- by 4-inch rectangles.
Step 4
Take 1 piece of pastry and brush with egg wash. Assemble like a hot dog: Place one frank and pickle next to each other on the bottom of your puff rectangle. Layer two sport peppers, onion and two thin slices of tomato on top of the frank. Squirt one line of yellow mustard to the north of your dog filling. Roll pastry until fully closed, pinch to seal and brush with egg wash on top.
Step 5
Sprinkle the top of the dogs with celery salt and poppy seeds.
Step 6
Place the assembled dogs in a blanket on a baking sheet lined with lightly oiled parchment paper. Place in the refrigerator to fully chill, at least 45 minutes, or 6 to 8 hours before.
Step 7
Preheat your oven to 375 F.
Step 8
Bake the dogs for 25 to 30 minutes, rotating the pan halfway, until the pastry is golden brown and flaky crisp.
Step 9
Remove from the oven and let cool for 5 minutes before serving.