Whether you’re hosting friends at home or heading to a tailgate party, these snacks will be a game changer. They're a cross between a pig in a blanket and a slice of pepperoni pizza, all in a convenient flaky package. Feel free to use your preferred hot dog, be it beef, pork, chicken or meatless. You can serve them fresh from the oven or pack them to travel--their mobility is part of their charm.
Whisk the egg in a small bowl with a fork until blended; set the egg wash aside.
Unfold one of the sheets of puff pastry and roll it out flat; cut into 4 squares. Roll one of the squares into a 6-inch square. Place a hot dog on the right edge of the square. Spread 2 teaspoons of the pizza sauce to the left of the hot dog, leaving a 1/2-inch border of dough uncovered on the left side and a 1/4-inch border on the top and bottom. Sprinkle 2 heaping tablespoons of the mozzarella and about 12 pieces of the pepperoni on top of the pizza sauce. Brush the uncovered edges of the dough with a little egg wash. Tightly roll the dough from the hot dog side to the egg wash side and press down on the seam to seal it. Pinch the top and bottom of the pocket closed and tuck the dough under. Place on a parchment-lined baking sheet and continue with the remaining ingredients, including cutting the second sheet of puff pastry to wrap the remaining hot dogs.
Prick the wrapped hot dogs with a fork 3 times diagonally along the length of each, then brush with the egg wash. Sprinkle each with about 3/4 teaspoon Italian seasoning and 1 1/2 teaspoons Parmesan.
Bake until puffed and golden brown, about 25 minutes. Allow to cool 10 minutes before serving with extra pizza sauce on the side.
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