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Step 1
Preheat oven to 400 F.
Step 2
Divide the pastry dough sheet evenly into 6 pieces (approximately 3x6-inch rectangles). If you are using homemade pie dough, roll it into a 10x12-inch rectangle and slice into 6 even pieces.
Step 3
Sprinkle 3 tablespoons cheese evenly on each piece of dough and place a hot dog on top. Gently roll up the dough tightly around the hot dog into a log and pinch the end edges to seal.
Step 4
Cut each roll into 3 even pieces using a knife or bench scraper, each about 2 inches long.
Step 5
Arrange the hot dog rolls on a parchment lined baking sheet and apply egg wash on top.
Step 6
Bake until golden brown and flaky, about 15-20 minutes. Serve immediately with ketchup for dipping.