Step 1

To thaw frozen puff pastry, let it sit either in the refrigerator for 24 hours or on the counter for 30 minutes to 1 hour. One 10- to 13-ounce package of cocktail franks usually contains 32 franks. This recipe can easily be doubled; bake the pigs in blankets on two separate sheets, one sheet at a time. We like to use our Everything Bagel Seasoning for this recipe.

Step 2

FOR THE PIGS:  Adjust oven rack to middle position and heat oven to 400 degrees. Line rimmed baking sheet with parchment paper. Unfold puff pastry on lightly floured counter and roll into 12 by 9-inch rectangle with short side parallel to edge of counter, flouring top of dough as needed.

Step 3

Using pizza wheel or chef's knife, trim dough to 12 by 8-inch rectangle. Cut dough lengthwise into eight 1-inch strips. Cut dough crosswise at three 3-inch intervals. (You should have thirty-two 3 by 1-inch dough strips.)

Step 4

Lightly brush 1 row of dough strips with egg wash. Roll 1 frank in each dough strip and transfer bundle, seam side down, to prepared sheet. Repeat with remaining dough strips and franks, spacing bundles ½ inch apart.

Step 5

Combine Parmesan, bagel seasoning, and pepper in bowl. Working with a few bundles at a time, brush tops with egg wash and sprinkle with Parmesan mixture. Bake until pastry is golden brown, about 23 minutes.

Step 6

FOR THE MUSTARD SAUCE:  Meanwhile, whisk all ingredients together in bowl.

Step 7

Let pigs cool on sheet for 10 minutes. Serve with mustard sauce.

Step 8

TO MAKE AHEAD: Unbaked pigs can be prepared through step 3, covered with plastic wrap, and refrigerated for up to 24 hours. Bake as directed.