Preheat oven to 400°F (200°C). Line two large baking sheets with parchment paper.

Pat the Halal beef cocktail franks thoroughly dry with paper towels (removing surface moisture helps the puff pastry adhere firmly without slipping).

Unroll the cold puff pastry sheet onto a lightly floured surface. Roll gently into a 10x14-inch rectangle, then cut lengthwise into 3 strips, and crosswise into triangles or small rectangles just wide enough to wrap around each sausage.

Place one cocktail frank at the base of each pastry strip. Roll tightly, lightly brushing the end seam with egg wash to seal. Arrange seam-side down on the prepared baking sheets spaced 1 inch apart.

Brush the tops generously with egg wash, then sprinkle liberally with everything bagel seasoning or flaky sea salt.

Bake at 400°F (200°C) for 18 to 22 minutes, or until the pastry has puffed dramatically into golden-brown, crispy flaky layers.

While baking, whisk mayonnaise, Dijon mustard, whole-grain mustard, honey, apple cider vinegar, and smoked paprika together in a small bowl until smooth and velvety.

Transfer warm pigs in a blanket to a serving platter, garnish with fresh parsley, and serve immediately alongside the chilled honey Dijon dip!