Preheat the oven to 400°F (205°C) and line a sheet pan with parchment paper. Dust the work surface lightly with flour if the pastry feels sticky. Roll the puff pastry just enough to even the surface, then cut it into 25 equal squares.
all-purpose flour , 1 sheet (245 g) puff pastry
Place one cocktail frank diagonally across the center of each pastry square. Place one sport pepper strip next to the frank.
25 beef cocktail franks, 25 small sport peppers
Whisk the egg and water together in a small bowl until smooth.
1 large egg, 1 tsp (5 ml) water
Brush one corner of each pastry square with the egg wash. Fold the opposite corner over the frank, then fold the egg-washed corner over the top. Leave both ends of the frank exposed and press the overlap gently so it stays closed while baking. Arrange the pigs in a blanket on the prepared baking sheet.
Brush the tops with the remaining egg wash, then sprinkle with the poppy seeds and celery salt.
1 tbsp (9 g) poppy seeds, ½ tsp (1.5 g) celery salt
Bake for 16 to 20 minutes, or until the pastry is puffed, golden brown, and crisp. Let the pigs in a blanket cool on the pan for 5 minutes.
While the pigs in a blanket bake, stir the mayonnaise, yellow mustard, relish, grated onion, sport pepper brine, and celery salt together in a mixing bowl until combined. Transfer the dip to a serving bowl.
½ cup (115 g) mayonnaise, ¼ cup (60 g) yellow mustard, 3 tbsps (45 g) Chicago-style sweet relish, 1 tbsp (15 g) grated white onion, 1 tsp (5 ml) sport pepper brine, ¼ tsp (0.75 g) celery salt
Top the dip with the diced tomato right before serving. Do not stir the tomato into the dip so the sauce stays thick and the tomato stays fresh.
¼ cup (40 g) seeded and finely diced tomato
Serve the warm pigs in a blanket with the mustard relish dip on the side for the full Chicago dog experience.