01 - Preheat oven to 400°F. Line a baking sheet with parchment paper.
02 - Cut the thawed puff pastry into 24 uniform strips, each approximately 1 x 3 inches.
03 - Gently pat the halved cocktail sausages dry using paper towels to remove excess moisture.
04 - Position a sausage half at one end of each pastry strip. Tightly roll the pastry around the sausage, sealing the edge with a small amount of water.
05 - Place the assembled pigs in a blanket seam-side down onto the prepared baking sheet, ensuring even spacing.
06 - In a small bowl, whisk one large egg with 1 tablespoon of water to create an egg wash. Lightly brush the surface of each pastry roll with the egg wash.
07 - For added flavor and texture, sprinkle sesame seeds or poppy seeds over the egg-washed rolls, if desired.
08 - Bake for 15 to 18 minutes, or until the puff pastry achieves a golden-brown hue and is fully puffed.
09 - Allow the baked pigs in a blanket to cool slightly before serving warm with halal ketchup and yellow or Dijon mustard.