The most popular of all the finger foods that I serve, pigs in a blanket is total comfort food. Everyone loves and devours them. Play with the different dipping sauces, such as Dijon country mustard, ketchup, or even honey mustard. Makes about 32 2 sheets frozen puff pastry, thawed 32 mini hot dogs 1 large egg, beaten 3 tablespoons grated Parmesan cheese Preheat the oven to 450 degrees F. Line a cookie sheet with parchment paper. On a lightly floured surface, using a rolling pin, roll out each sheet of puff pastry to about 1 inch longer on each side. Cut each sheet into 16 squares to make 32 pieces total. Wrap each hot dog with a puff pastry square, pinching the dough to seal (use your fingers to brush the edges with a little water to help seal, if needed). Arrange on the cookie sheet, brush with egg, and …