Pigs in a Blanket Recipe Video. In a small bowl, beat together egg and 1 tablespoon water set aside. Line baking sheets with parchment paper or a nonstick baking mat set aside. Place a hot dog on the narrow end of one piece of pastry. Roll to enclose, brushing with some of the beaten egg to adhere transfer to prepared baking sheet. Repeat process with remaining hot dogs and pastry. Broccoli Cheese Quiche. You can forget caviar and sushi Without pigs in blankets, it seems, no black tie cocktail hour is complete. This tasty recipe for pigs in a blanket is a Super Bowl party favorite and great everyday snack. Source The Martha Stewart Show, February Winter 2008. Brush the tops of puff pastry with egg and sprinkle with seeds, if using. Transfer to refrigerator and let chill for 1. Mini Crescent Dogs Recipe Pillsbury. TM General Mills All Rights Reserved.