Step 1

In a large bowl, heat water until warm, about 30 seconds in the microwave. Add the sugar, salt, and yeast. Whisk together until thoroughly combined and let sit until foamy, about 10 minutes.

Step 2

Add the flour and butter, stirring everything until it comes together to form a shaggy ball. Then knead the dough by hand (or with a dough hook attachment) until it’s smooth and elastic—this will take about 5 minutes (or less if using a stand mixer). Shape dough into a ball and place in a lightly oiled bowl, cover and let it rise until doubled in size, about 1 hour.

Step 3

Preheat oven to 450 degrees.

Step 4

Punch down dough and pull off a small piece about the size of a golf ball. Roll it out into a long, thin strip. Push one end of the dough strip against the end of a hot dog frank and wrap it around until you get to the other end, cutting off any excess dough. Place on a baking sheet lined with parchment paper. Repeat with remaining hot dogs.

Step 5

In a small glass or metal bowl, combine hot water and baking soda and whisk until the baking soda is completely dissolved. Dip each pig in a blanket into the solution for a few seconds, remove and place on a paper towel to absorb excess liquid. Transfer back to the baking sheet lined with parchment paper.

Step 6

Brush top of dough with egg wash. Sprinkle with sesame seeds and salt, if using.

Step 7

Bake for 15 minutes or until golden brown.