Preheat your oven to 400°F and line a baking sheet with parchment paper. Grab your thawed puff pastry sheet and place it on a clean cutting board. You want it soft enough to cut but not warm—if it starts getting sticky, pop it back in the fridge for a couple minutes.

Cut the puff pastry into strips about 1 inch wide and 3 inches long. I find it easier to cut the sheet in half lengthwise first, then cut across to make strips. Don't stress about perfect measurements—I burned my first batch because I walked away thinking exact sizes mattered way more than they actually do.

Pat each beef frank dry with a paper towel, then wrap one pastry strip around the middle of each frank. Press the pastry gently so it sticks to itself—the slight moisture from the frank helps seal it. You should get about 12 wraps from one package if you're generous with the pastry (which is totally fine).

Whisk together the egg and cold water to make an egg wash. Brush this mixture over every single wrapped frank—this is what gives them that gorgeous golden color. Don't skip this step because it makes such a huge difference in how they look.

Sprinkle sesame seeds over the top of each wrapped frank if you want them extra pretty. Mix together the salt, garlic powder, and black pepper, then sprinkle lightly over everything. The combination of sesame and garlic makes these taste so much better than plain versions.

Bake for 18 to 20 minutes until the pastry is puffed up and golden brown. You'll know they're done when the pastry looks crispy and golden on all edges. Mine usually finish at the 18-minute mark, but every oven runs different so keep an eye on them after minute 8.

While they bake, mix together the ketchup and yellow mustard in a small bowl for dipping. Stir in just a tiny pinch of the garlic powder if you want extra flavor in your sauce. The sauce makes these pigs in blanket party crowd bites taste restaurant-quality even though you made them yourself.

Pull the sheet out of the oven and let everything cool for about 3 minutes before serving. This gives the pastry time to set so it doesn't fall apart when people grab them. Serve with the dipping sauce on the side and watch them disappear fast.