Step 1

Preheat the oven to 375 degrees F and line a sheet pan with parchment paper.

Step 2

Unroll the crescent dough sheet on a clean surface. Sprinkle over the white Cheddar and lightly press the cheese into the dough with a rolling pin. With the long side of the dough facing you, use a pizza cutter and cut the dough into 45 small rectangles by cutting 9 vertical strips and 5 horizontal strips.

Step 3

To assemble, place a hot dog in the center of the first rectangle, wrapping the dough around the hot dog and pressing the seam to seal. Place on the prepared sheet pan seam side down. Bake until golden, 10 to 12 minutes.

Step 4

While the pigs in blankets are baking, make the cranberry mustard by combining the cranberry sauce, mustard and vinegar in a bowl. Mix until smooth then spoon into a serving bowl.

Step 5

Transfer the pigs in blankets onto a serving platter or board and serve the cranberry mustard on the side.