Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.
Roll out the thawed puff pastry on a lightly floured surface. Cut it into eight even strips.
In a small bowl, mix the Dijon mustard and honey to create a sweet and tangy glaze.
Brush each hot dog with the mustard-honey glaze. Place a hot dog at the end of each puff pastry strip and roll it up, ensuring the pastry seals at the ends. Repeat for all hot dogs.
Beat the egg and brush it over the tops of the wrapped hot dogs for a golden finish. Sprinkle sesame seeds for an optional garnish.
Place the wrapped hot dogs on the prepared baking sheet and bake for 15-20 minutes or until the puff pastry is golden brown and crispy.
Remove from the oven and let them cool slightly. Serve your Homemade Pig in a Blanket Hot Dogs with ketchup and mustard on the side.