There's nothing more rewarding than making something from scratch at home, and these classic appetizers are easy to make by keeping a few simple things in mind.
package of puff pastry sheets, thawed
Dijon mustard, as needed
Preheat the oven to 375 degrees.
Remove the cocktail franks from their package and pat them dry with a paper towel. Poke 1-2 small holes in each frank and set aside.
Unroll each pastry sheet onto a clean work surface. Take a cocktail frank and measure out a little less than the width of it on the pastry sheet and cut the sheet into long, thin strips. Divide the strips into 3-inch pieces (you may want to test to make sure this is long enough to wrap around an entire frank).
To assemble, spread about a teaspoon of Dijon mustard onto each pastry strip, then wrap around a cocktail frank. Press the seam with your fingers to seal, and then set it seam side down on a baking sheet greased with cooking spray. Continue to assemble the rest of the cocktail franks with the pastry strips.
Add 2 tablespoons of water to the beaten eggs and whisk quickly to combine. Using a pastry brush, brush each miniature hot dog with the egg wash, then bake in the oven until the puff pastry is cooked and golden brown, about 15 minutes.