There's nothing more rewarding than making something from scratch at home, and these classic appetizers are easy to make by keeping a few simple things in mind.
Preheat the oven to 375 degrees.
Remove the cocktail franks from their package and pat them dry with a paper towel. Poke 1-2 small holes in each frank and set aside.
Unroll each pastry sheet onto a clean work surface. Take a cocktail frank and measure out a little less than the width of it on the pastry sheet and cut the sheet into long, thin strips. Divide the strips into 3-inch pieces (you may want to test to make sure this is long enough to wrap around an entire frank).
To assemble, spread about a teaspoon of Dijon mustard onto each pastry strip, then wrap around a cocktail frank. Press the seam with your fingers to seal, and then set it seam side down on a baking sheet greased with cooking spray. Continue to assemble the rest of the cocktail franks with the pastry strips.
Add 2 tablespoons of water to the beaten eggs and whisk quickly to combine. Using a pastry brush, brush each miniature hot dog with the egg wash, then bake in the oven until the puff pastry is cooked and golden brown, about 15 minutes.