Unroll the crescent dough and spread each triangle lightly with mustard. Cut each triangle lengthwise into thirds, making 3 small triangles from each.
Put 1 cocktail frank at the large end of each strip and roll up.
Place each rolled up frank seam side down on a foil lined, greased baking sheet.
Add a splash of water to your beaten egg and stir briskly to make an egg wash. Brush the dough on each hot dog with a small amount of the egg wash and optional, sprinkle with a small amount of poppy or sesame seeds.
Bake for 15 minutes, or until golden brown.
While your Pigs in a Blanket bake, add the sour cream, mayonnaise, Dijon mustard and whole-grain mustard to a small bowl and mix well.
Serve the Pigs in a Blanket warm with the dipping sauce.