01 - Preheat your oven to 400°F. Line a baking sheet with parchment paper for non-stick baking.
02 - On a clean surface, unroll the puff pastry sheet. Using a sharp knife or pastry wheel, cut the pastry into 24 uniform strips, each approximately 1 inch by 3 inches.
03 - Gently pat the cocktail sausage halves dry with paper towels to ensure better adhesion with the pastry.
04 - Position one sausage half at an end of each pastry strip. Tightly roll the pastry around the sausage, sealing the loose edge by moistening it lightly with water and pressing firmly.
05 - Place the assembled pigs in a blanket seam-side down on the parchment-lined baking sheet, ensuring they are evenly spaced.
06 - In a small bowl, whisk together the large egg with 1 tablespoon of water to create an egg wash. Using a pastry brush, lightly coat the top of each pastry-wrapped sausage with the egg wash for a golden finish.
07 - If desired, sprinkle sesame seeds or poppy seeds evenly over the egg-washed rolls.
08 - Bake in the preheated oven for 15 to 18 minutes, or until the puff pastry is beautifully golden brown and fully puffed.
09 - Allow the baked pigs in a blanket to cool on the baking sheet for a few minutes before transferring. Serve warm with halal ketchup and yellow or Dijon mustard on the side.