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Step 1
For the pigs-in-a-blanket: Preheat the oven to 400 degrees F. Line a baking sheet with parchment paper.
Step 2
Unwrap the puff pastry and cut it lengthwise into thirds, along the perforation. Cut each third crosswise into 10 strips.
Step 3
Wrap each piece of sausage with a strip of puff pastry, brushing the edge with water and then pressing gently to seal. Place seam-side down on the prepared baking sheet.
Step 4
Bake until the pastry is puffed and golden, 20 minutes.
Step 5
For the dipping sauce: Stir together the mayonnaise, mustard and honey in small bowl.
Step 6
Serve the pigs-in-a-blanket with skewers and the dipping sauce on the side.