Preheat the oven to 425°F (218°C). Cut the hotdogs/sausages into 2-inch pieces and beat an egg in a small bowl, set aside.
Roll out the puff pastry on parchment paper. If needed, press cracks together or roll the dough to about 16 inches long and 10.5 inches wide.
Cut the puff pastry into 24 pieces, each 2 inches wide and 3.5 inches long by first cutting 8 strips (2 inches wide) along the 16-inch side, then cutting each strip into 3 equal sections (3.5 inches long).
If using thicker sausages, roll the dough slightly more or use a larger puff pastry sheet and cut bigger pieces.
Brush a little egg wash on one end of each puff pastry piece. Place a hotdog piece at the other end and roll the pastry around it.
Place the wrapped pastries seam side down on a parchment-lined baking sheet. Brush each with more egg wash.
Sprinkle sesame seeds over the top of each pastry.
Bake for 12 minutes at 425°F (218°C) or until the puff pastry is golden and crispy. Enjoy your Pigs in a Blanket with Black Pepper Pastry!