Heat the oven to 375 F. Defrost the puff pastry following the package instructions, and place a sheet on a lightly floured surface. Roll it lightly so it is a perfect square. Slice it into 12 squares.

Place a small square of cheese (if using) on each square, followed by a mini hot dog or little smokie.

In a small bowl, whisk the egg with Dijon mustard and 2 teaspoons of water. Brush some of the egg wash on one side of each square. Roll up, making sure the dough meets the egg-washed edge to seal. Otherwise, the puff pastry could unroll as it bakes.

Place the rolls on a parchment paper-lined baking sheet and repeat with the remaining sheet of puff pastry and remaining ingredients. Brush egg wash over each roll and sprinkle with everything bagel seasoning or sesame seeds.

Bake for 15 to 20 minutes or until the tops are golden brown.

Serve from a platter with your choice of dips. Enjoy!