Step 1

Preheat the oven to 400°F. Line two baking sheets with parchment paper. Set aside.

Step 2

Cut the tops off of the jalapeño peppers and then each pepper in half. Use a spoon to scoop out the seeds and membranes and discard them. Place a cocktail wiener on each scooped out pepper half and cut the pepper to be the same size as the cocktail wiener. Set aside.

Step 3

In a medium-sized bowl, mix together the cream cheese and cheddar cheese until well-combined. One at a time, remove the cocktail wiener from each pepper segement and fill each jalapeño pepper segment with the cheese mixture. Then, top each cheese-filled jalapeño pepper segment again with the cocktail wieners. Set aside.

Step 4

In a small bowl, whisk the egg.

Step 5

On a lightly floured surface, unroll 1 puff pastry dough sheet. Cut it into 6 equal strips, and then cut those strips in half, cross-ways, to create 12 equal-sized pieces. Roll each stuffed pepper piece in 1 puff pastry strip, then seal with the egg wash. Place the wrapped jalapeño pieces on the prepared baking sheets. Repeat until all no jalapeño pieces or puff pastry remains.

Step 6

Brush the puff pastry tops with the remaining egg and sprinkle lightly with pretzel salt. Bake until browned, about 25 to 30 minutes.

Step 7

Some of the cheese filling will have spilled out, but don’t worry. Allow the Jalapeño Popper Pigs in a Blanket to cool slightly and use a knife to gently scrape away the cheese that’s oozed out onto the baking sheet. There will still be plenty of cheese left inside.

Step 8

Serve warm with marinara sauce, for dipping.