Step 1

Drain the mini hot dogs and pat them dry with paper towels.

Step 2

Divide the puff pastry in half, wrap one half in plastic wrap and keep in the refrigerator.

Step 3

On a lightly floured surface, roll out the other half to a rectangle shape about 9 inches by 18 inches.

Step 4

Trim away any uneven edges, then cut the pastry into 1 1/2-inch wide strips.

Step 5

Place a mini hot dog at one end of a strip, and roll the pastry around it, allowing it to overlap slightly.

Step 6

Trim off the excess pastry and seal the seam by brushing on a little water and pressing gently.

Step 7

Place the unbaked pig in a blanket on a parchment-lined baking sheet with the seam side down.

Step 8

Repeat with the remaining mini hot dogs and pastry.

Step 9

Chill the unbaked pigs in a blanket in the freezer for 20 minutes minimum, or overnight.

Step 10

Bake in a preheated 400-degree F oven for 25 to 35 minutes, or until puffed and golden.

Step 11

Serve with honey mustard dipping sauce.

Step 12

Place the flour and salt in a large bowl and whisk to combine.

Step 13

Cut the cold butter into 1/4-inch slices and add to the flour mixture, tossing to coat.

Step 14

Stir in the cold water until a thick, shaggy dough forms.

Step 15

Gather the dough into a ball, flatten it into a disk shape, and wrap in plastic wrap.

Step 16

Chill for 1 hour in the fridge, or 20 to 30 minutes in the freezer.

Step 17

Unwrap the dough, dust the work surface with flour, and roll the dough into a rough rectangle shape.

Step 18

Fold the dough in thirds, like a letter.

Step 19

Turn 90 degrees, roll, and fold again.

Step 20

Repeat about 4 more times, wrap the dough in plastic wrap, and chill for 1 hour or overnight.

Step 21

Stir the mayonnaise, honey, and mustard together until combined.

Step 22

Transfer to a serving bowl and dust with paprika for garnish.