Chef Eric Hara tweaks classic pigs in blankets, using house-made lobster sausage in place of the usual hot dogs. For this less pricey version, shrimp is added to the harissa-spiced filling. It’s baked in buttery puff pastry, then served warm with lobster mayonnaise.
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In a bowl, whisk the chopped lobster with the mayonnaise and season with salt and pepper; refrigerate.
In a large bowl, combine all of the remaining ingredients except the puff pastry. Season with 1/2 teaspoon salt and 1/4 teaspoon pepper. Refrigerate the filling for 1 hour.
On a lightly floured work surface, roll the puff pastry into a 13-by-15-inch rectangle. Using a sharp knife, cut lengthwise into four 3 1/4-inch-wide strips.
In a food processor, pulse the filling until nearly smooth. Spoon one-fourth of the filling evenly along the bottom edge of each pastry strip. Fold the pastry over the filling to form a log; press to seal. Transfer to 2 parchment-lined baking sheets. Refrigerate until chilled, at least 30 minutes.
Preheat the oven to 375°. Cut each log crosswise into 10 pieces and arrange them on the baking sheets without touching. Bake for 20 to 25 minutes, shifting the pans halfway through, until the pastries are puffed and golden. Serve warm, with the lobster mayonnaise.
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