Pigs in a Blanket with Spicy Honey Mustard Sauce

Tested & Perfected Recipes

Made with cocktail sausages and puff pastry, these fancy pigs in a blanket are a guaranteed crowd-pleaser.

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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

pigs in a blanket ingredients

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.

egg wash

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. puff pastry sheet on floured work surface

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.

rolled puff pastry sheet

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).

cut puff pastry sheet

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.

rolling pigs in a blanket

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.

rolled pig in a blanket

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.)

pigs in a blanket on baking sheet

Brush the pigs in a blanket lightly with the remaining egg mixture.

pigs in a blanket brushed with egg wash

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.

baked pigs in a blanket

Make the Sauce

In a small bowl, combine the mayonnaise, mustard, honey, Tabasco, and vinegar.

honey mustard sauce ingredients in bowl

Whisk to combine.

whisked honey mustard sauce

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.

Servings: About 80 and 1/2 cup of sauce
Prep Time: 40 Minutes
Cook Time: 25 Minutes
Total Time: 1 Hour 5 Minutes

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

  • 1/4 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

  1. Preheat the oven to 375°F and set two oven racks in the centermost positions. Line two baking sheets with parchment paper.
  2. Using a paring knife, make a few small cuts into the casing of each cocktail sausage to prevent them from splitting in the oven.
  3. In a small bowl, whisk the eggs yolks with 1 teaspoon of water.
  4. 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 (see the picture above for a visual reference; you'll need at least 40 strips and you may have extra).
  5. 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.)
  6. 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.
  7. Meanwhile, make the sauce: In a small bowl, whisk together the mayonnaise, mustard, honey, Tabasco, and vinegar.
  8. Transfer the pigs in a blanket to a serving platter and serve warm with the sauce.
  9. 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.
  10. 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.

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Reviews & Comments

  • 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.

    • — Phyllis on April 24, 2021
    • Reply

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