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Preheat your oven to the temperature indicated on the crescent roll dough package.
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Open the package of crescent roll dough and separate the individual triangles. You should have 8 triangles in total.
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Take one cocktail sausage or mini hot dog and place it at the wide end of a crescent roll triangle.
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Roll the dough around the sausage, starting from the wide end and rolling towards the pointed end. The sausage should be fully wrapped in the dough.
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Repeat the process with the remaining sausages and crescent roll triangles until you have made all your pigs in a blanket.
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Optional: For a golden finish, you can brush the tops of the pigs in a blanket with beaten egg using a pastry brush. This will give them a nice shine and color when baked.
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If you want extra texture and flavor, sprinkle sesame or poppy seeds over the pigs in a blanket before baking.
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Place the pigs in a blanket on a baking sheet lined with parchment paper or a silicone baking mat.
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Bake the pigs in a preheated oven according to the crescent roll dough package instructions or until they turn golden brown. This usually takes around 12-15 minutes.
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Once they are done baking, remove them from the oven and let them cool slightly before serving.
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You can serve the pigs in a blanket with ketchup, mustard, or your favorite dipping sauce.