How to Make It
Preheat the oven to 375°. Lightly oil a large baking sheet. In a small saucepan, melt the butter with the sugar and honey over moderate heat. Remove from the heat and whisk in the Dijon until smooth. Let the glaze cool completely.
On a lightly floured work surface, unfold the puff pastry and roll out to a 12-inch square. Cut the dough in half, then cut each half into 6 triangles. Brush 1 triangle with the glaze and season with coarsely ground black pepper. Put 1 piece of hot dog on the wide end of the triangle, then loosely roll up. Put the pig in a blanket seam side down on the prepared baking sheet. Repeat with the remaining triangles, glaze and hot dogs. Brush the pigs in a blanket with the egg wash and sprinkle with flaky sea salt and coarsely ground black pepper. Refrigerate for 15 minutes.
Bake the pigs in a blanket for 30 to 35 minutes, until puffed and golden; rotate the baking sheet halfway through baking. Serve hot.