Weber BBQ sauce

On a baking tray, grill the bacon over indirect medium heat at 375° F for about 12 minutes, until slightly brown but still pliable (which is exactly how I like my bacon!).

Before rolling the cocktail franks in puff pastry, mash together the blue cheese and minced jalapeño peppers.

Unfold the puff pastry. Crumble the mixture onto the puff pastry.

Cut the puff pastry into 1 inch wide strips.

They should be wide enough to roll a cocktail frank and leave some overlap per frank. The size of the pastry strips is really “frank size dependent, ” if you get my drift.

Place a piece of bacon on top.

Begin rolling the first Pig in a Blanket, leaving enough puff pastry to fold over and seal the cocktail frank. Continue rolling the cocktail franks in the puff pastry, cutting and sealing as you go.

Place the rolled Pigs in a Blanket, seam side down, on a parchment lined sheet tray, and brush with the egg wash (one egg beaten with one tsp of water).