Pigs in blankets—hot dogs baked in squares of buttery, flaky pastry—are things we think of making for the kids, then end up scarfing ourselves. In other words, their appeal is ageless. Maybe, when you were small, your mom used canned biscuit dough. All-butter frozen puff pastry is even better, baking up light and remarkably delicate—not a word that usually springs to mind in discussions of pigs in blankets. Serve these still slightly warm, with something nice for dipping: Fig Mustard, Sweet Hot Mustard, or (for the little ones) Honey Mustard.