01 - Preheat your oven to 400°F. Line a baking sheet with parchment paper to prevent sticking.
02 - On a clean surface, cut the puff pastry sheet into 24 even strips, each measuring approximately 1 by 3 inches.
03 - Gently pat the halved cocktail sausages dry with paper towels to remove excess moisture. This helps the pastry adhere better.
04 - Place one sausage half at one end of each pastry strip. Tightly roll the pastry around the sausage, ensuring to seal the edge firmly with a small dab of water.
05 - Carefully arrange the wrapped sausages, seam-side down, on the prepared baking sheet, leaving a small space between each for even baking.
06 - In a small bowl, whisk the large egg with 1 tablespoon of water to create an egg wash. Lightly brush each pastry roll with this mixture.
07 - If desired, sprinkle sesame seeds or poppy seeds evenly over the egg-washed pastry rolls for added flavor and texture.
08 - Bake the pigs in a blanket for 15 to 18 minutes, or until the puff pastry is visibly golden brown and delightfully puffed.
09 - Allow the baked pigs in a blanket to cool slightly on the baking sheet before transferring. Serve warm with the halal ketchup and mustard on the side.