Step 1

Allow the puff pastry to thaw until cold, but workable. On a lightly floured surface, roll the puff pastry out to a rectangle roughly 14 inch long and 9 inches wide.

Step 2

Cut the puff pastry in half lengthwise and then in fourths (for the full hot dogs), or in thirds and fourths (to make 12 squares for the half hot dogs).

Step 3

Sprinkle each square with cheese, then place a hot dog in the center lined up with the diamond tips.

Step 4

Bring the two sides together and brush with the egg wash to seal. Brush the outsides of the puff pastry with egg wash as well and sprinkle lightly with everything bagel seasoning.

Step 5

To bake, preheat the oven to 400 degrees. Line a baking sheet with parchment paper and place the pigs in a blanket on top. Bake for 15-17 minutes or until the puff pastry is golden brown.

Step 6

To air fry pigs in a blanket, lightly brush the air fryer grate with a neutral oil. Place the wrapped hot dogs in the air fryer-- do not stack them! Air fry at 375 for 5-7 minutes or until golden brown.