Pigs in a Blanket with Spicy Honey Mustard Sauce
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Made with cocktail sausages and puff pastry, these fancy pigs in a blanket are a guaranteed crowd-pleaser.
The term “pigs in a blanket” typically refers to mini hot dogs wrapped in canned croissant dough. This elevated version, inspired by a recipe in Cook with Me: 150 Recipes for the Home Cook by Alex Guarnaschelli, is made with smoked cocktail sausages and buttery, flaky puff pastry. Whether you’re looking for an appetizer, a game day snack, or a fun and easy cooking project, these “fancy” pigs in a blanket are a guaranteed crowd-pleaser for all ages. You can serve them plain — in fact, my kids prefer them that way — but the spicy, tangy honey mustard makes a fabulous dipping sauce. Heads up: The recipe makes a big batch (about 80), but it halves nicely too, if you’d like to make less.
What You’ll Need To Make Pigs in a Blanket
Step-by-Step Instructions
Make the Pigs in a Blanket
To begin, using a paring knife, make a few small cuts into the casing of each cocktail sausage to prevent them from splitting in the oven.
In a small bowl, whisk the eggs yolks with 1 teaspoon of water.
Dust a clean work surface with flour and place one of the sheets of puff pastry on top. Sprinkle the pastry with flour as well. 
Using a rolling pin, roll the dough into a 12-inch square, flattening the seams with the rolling pin as you go. Using a pizza cutter or sharp knife, trim the edges so that they are straight.
Cut the pastry into a grid, with strips about 1-1/4 inches wide and 2-1/4 inches long. You’ll be making about 8 vertical cuts and 4 horizontal cuts in the pastry (you’ll need about 40 strips of pastry; you may have extra).
Working with one row at a time, starting at the bottom of the “grid,” brush the bottom inch of the strips with the egg mixture. Set a cocktail sausage parallel to the egg mixture at the top end of a pastry strip.
Roll the sausage up into its dough “blanket,” and press the free edge onto the blanket to seal it closed. The dough should overlap slightly on itself.
Place the pig in a blanket, seam-side down, on one of the prepared baking sheets. Repeat with the remaining strips, setting them on the lined pan about 1-inch apart once rolled. Place the pigs in a blanket in the refrigerator.
Discard any leftover pastry, wipe the work surface clean to remove any egg, and then dust with flour and repeat with the remaining pastry sheet and cocktail sausages. (There is no need to refrigerate the second batch, unless you don’t plan on baking them right away. The pigs in a blanket can be made up to 4 hours ahead of time and refrigerated before baking.)
Brush the pigs in a blanket lightly with the remaining egg mixture.
Place the sheet pans in the oven and bake for 25 to 30 minutes, rotating the pans from top to bottom and back to front midway through, until the pastry is golden.
Make the Sauce
In a small bowl, combine the mayonnaise, mustard, honey, Tabasco, and vinegar.
Whisk to combine.
Transfer the pigs in a blanket to a serving platter and serve warm with the sauce.
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Pigs in a Blanket with Spicy Honey Mustard Sauce
Made with cocktail sausages and puff pastry, these fancy pigs in a blanket are a guaranteed crowd-pleaser.
Ingredients
For the Pigs in a Blanket
- 2 (14 oz) packages cocktail sausages (I use Hillshire Farm Lit'l Smokies)
- 2 large egg yolks
- 1 (1-pound) box frozen puff pastry, thawed (I use Pepperidge Farm; see note)
- All-purpose flour, for rolling the pastry
For the Sauce
- ¼ cup mayonnaise, best quality such as Hellmann's or Duke's
- 2 tablespoons grainy Dijon mustard
- 1 tablespoon honey
- 2 teaspoons Tabasco sauce
- 2 teaspoons red wine vinegar
Instructions
- Preheat the oven to 375°F and set two oven racks in the centermost positions. Line two baking sheets with parchment paper.
- Using a paring knife, make a few small cuts into the casing of each cocktail sausage to prevent them from splitting in the oven.
- In a small bowl, whisk the eggs yolks with 1 teaspoon of water.
- Dust a clean work surface with flour and place one of the sheets of puff pastry on top. Sprinkle the pastry with flour as well. Using a rolling pin, roll the dough into a 12-inch square, flattening the seams with the rolling pin as you go. Using a pizza cutter or sharp knife, trim the edges so that they are straight. Cut the pastry into a grid, with strips about 1¼ inches wide and 2¼ inches long. You’ll be making about 8 vertical cuts and 4 horizontal cuts in the pastry (see the picture above for a visual reference; you'll need at least 40 strips and you may have extra).
- Working with one row at a time, starting at the bottom of the "grid," brush the bottom inch of the strips with the egg mixture. Set a cocktail sausage parallel to the egg mixture at the top end of the first pastry strip. Roll the sausage up into its dough "blanket," and press the free edge onto the blanket to seal it closed. The dough should overlap slightly on itself. Place the pig in a blanket, seam-side down, on one of the prepared baking sheets. Repeat with the remaining strips, setting them on the lined pan about 1-inch apart once rolled. Place the pigs in a blanket in the refrigerator. Discard any leftover pastry, wipe the work surface clean to remove any egg, and then dust with flour and repeat with the remaining pastry sheet and cocktail sausages. (There is no need to refrigerate the second batch, unless you don't plan on baking them right away. The pigs in a blanket can be made up to 4 hours ahead of time, covered with plastic wrap, and refrigerated before baking.)
- Brush the pigs in a blanket lightly with the remaining egg mixture, and then place the sheet pans in the oven and bake for 25 to 30 minutes, rotating the pans from top to bottom and back to front midway through, until the pastry is golden.
- Meanwhile, make the sauce: In a small bowl, whisk together the mayonnaise, mustard, honey, Tabasco, and vinegar.
- Transfer the pigs in a blanket to a serving platter and serve warm with the sauce.
- Note: Puff pastry dough is easiest to work with when cold, so work in batches, making the first batch (from one sheet of dough) before taking the second sheet of dough out of the refrigerator.
- Make-Ahead/Freezer-Friendly Instructions: The pigs in a blanket can be assembled up to 4 hours ahead of time, covered with plastic wrap, and refrigerated before baking. They can also be frozen until firm, then stored in freezer bags up to one month ahead. They can be put in the oven directly from the freezer; they may just take an additional minute or 2 in the oven.
Nutrition Information
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- Per serving (40 servings)
- Serving size: 2 pieces
- Calories: 134
- Fat: 11 g
- Saturated fat: 3 g
- Carbohydrates: 6 g
- Sugar: 1 g
- Fiber: 0 g
- Protein: 4 g
- Sodium: 194 mg
- Cholesterol: 24 mg
This website is written and produced for informational purposes only. I am not a certified nutritionist and the nutritional data on this site has not been evaluated or approved by a nutritionist or the Food and Drug Administration. Nutritional information is offered as a courtesy and should not be construed as a guarantee. The data is calculated through an online nutritional calculator, Edamam.com. Although I do my best to provide accurate nutritional information, these figures should be considered estimates only. Varying factors such as product types or brands purchased, natural fluctuations in fresh produce, and the way ingredients are processed change the effective nutritional information in any given recipe. Furthermore, different online calculators provide different results depending on their own nutrition fact sources and algorithms. To obtain the most accurate nutritional information in a given recipe, you should calculate the nutritional information with the actual ingredients used in your recipe, using your preferred nutrition calculator.
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These were delicious and I also made the dipping sauce. I was having a big party and I trust Jen so much that without trying this recipe b4, I was confident that the sauce would compliment the pigs. I can’t tell you how many people were talking about the dipping sauce. It was all wonderful!!!!
Hello Jen. I made these ahead for a party and have followed the freezer method. Do I just bake in oven from freezer or do I still do egg wash on them first? Your recipes are always consistent and this is a new recipe for me and I am confident enough in you to serve it the first time for a party ☺️
Hi Annmarie, I would definitely still use the egg wash (next time you can add it before freezing).
Amazing and Delicious! Just love this recipe. The puff pastry was so much better than crescent dough. My 36 year old son loved these better – said not so doughy! The detailed recipe made it easy to follow. The sauce is delicious. I don’t like spicy so I cut down on the tabasco sauce to half. Everyone loved them, even my 3 and 5 years grandsons.
Do you think I could make this with the pizza dough recipe as the blanket?
Yep 🙂
These were perfection. The puff pastry makes a huge difference in this appetizer dish, the sauce was amazing. I couldn’t stay out of them!
Hi Jenn, thanks for all of the amazing recipes! I’m planning a menu for a cocktail party and was wondering if I assemble and freeze these, then bake the day if the party, would I brush with the egg before I freeze them or wait until baking, or just skip that step altogether?
Hi Kelly, I’d brush them before baking. (And glad you like the recipes!)
Are the cocktail smokies pre-cooked or raw? I can only find fully cooked ones.
That’s correct — you want the cooked ones. Enjoy!
So easy and so tasty! Particularly popular with kids/teenagers. Thanks for yet another great recipe.
I’ve made these 3 times now and they are fun and delicious. What surprised me was how easy they are to make. I’d never used puff pastry before and thought it might be difficult or fussy, but not true at all. My husband and I can whip up a batch in about 10 mins. We’re big fans of your pimento cheese, smoked salmon spread and rosemary bar nuts too. Also the ham and cheese sliders, chili…….
These are the BEST!!! Made these for my boys over Christmas and was a huge hit! The puff pastry made it lighter than using crescent rolls. And that sauce!! Perfect. The little smokies were pretty good, but does not have that “hot dog” flavor. I think I will try it next time with the Boars Head little hot dogs. Either way, I know my boys just don’t want me to stop making them! Thanks Jen for always having the perfect version of recipes I am looking for!
I made these New Year‘a Eve for family. Very simple to make, and tasty too! The puff pastry classes up these bites, and the sauce… oh my, please don’t skip the sauce! This sauce completes this appetizer. Leave the ketchup for something else. I can’t wait to make a batch to have on hand in the freezer. Great recipe!
Hey Jenn,
Any chance these will travel well? Id like to bake at home, transfer to a foil pan, and warm in the oven upon arrival. Thoughts? Also, I must say I am one of your biggest fans! I refer to your books and website weekly. I know I can always rely on your great recipes! Thank you 🙂
Hi Jillian, so glad you like the recipes! Yes, I think what you’re proposing for these would work just fine. Hope everyone enjoys!
Jenn, can I assemble these a day ahead and refrigerate until baking? Thank you for all your help.
Hi Barbara, a day is too long, but these can be assembled up to 4 hours ahead. See the Make-Ahead instructions at the bottom of the recipe for more detailed guidance. Hope you enjoy if you make them!
Like all of your recipes, these look amazing, I’ll be making them with the sauce. They’re what Brits call ‘sausage rolls’. In the UK, Pigs in Blankets are small sausages (like these) but wrapped in bacon then baked and served as a side dish, usually on Christmas Day with roast turkey. Please know I say this as a friendly observation and not trying to be pedantic. 🙂
Good to know! I’ve learned over the years that there are certain recipes and ingredients that have different names based on the country you live in. Hope you enjoy when you make these!
We have eaten at Zahav in Philadelphia, and I own the Zahav cookbook. I like this recipe, because it is for a more manageable amount. I actually cut Jen’s recipe in half and still have leftovers to use as a dip or so in many other ways. Delish.