These cute little hot dogs wrapped in pretzel dough are the perfect combination of ballpark fare, and the soft, chewy dough is better than any store-bought hot dog bun.
In the bowl of a stand mixer, combine the warm water and sugar. Sprinkle the yeast on top of the water and let sit for 5 minutes. The mixture will begin to foam and froth (make sure it is foamy otherwise the yeast may not rise).
Add the flour, salt, and melted butter to the yeast mixture. Using the dough hook of a stand mixer, mix on low speed until well combined. Increase speed to medium and knead the dough until it is smooth and pulls away from the side of the bowl, creating a ball of dough around the dough hook. Beat on medium speed for approximately 4 minutes.
Set dough aside, out of the bowl. Clean the bowl out and coat the bowl with vegetable oil. Add the dough back to the bowl, dust with flour, and cover. Let the dough sit at room temperature or a warm place for 1 hour to rise. When it has doubled in size, it’s ready.
Preheat the oven to 425 degrees. Line 2 baking sheets with parchment paper and lightly brush the paper with oil.
Turn the dough out onto a clean, slightly oiled work surface. Divide dough into 16 pieces.
Roll the dough along the oiled surface until you have about a 12-inch long dough rope. Wrap pretzel around the hot dog, making sure to seal the ends.
Place on prepared baking sheet. Brush with egg, then sprinkle with salt.
Place in oven and bake until golden brown, about 20-22 minutes.