In a large bowl, combine warm water (105°F to 110°F), active dry yeast, and honey. Stir gently and let sit for 2-3 minutes until the mixture becomes foamy—this indicates the yeast is alive and ready. Add salt and vegetable oil, then gradually mix in 4.5 cups of flour until a shaggy dough forms. The mixture should come together but still look slightly rough at this stage.

Turn the dough from Step 1 onto a lightly floured surface and knead for about 2 minutes, gradually incorporating the remaining 0.5 cup of flour as needed if the dough feels sticky. You want a smooth, slightly elastic dough that holds together without being wet. Let the kneaded dough rest on the counter for 10 minutes—this allows the gluten to relax, making it easier to shape and wrap around the hot dogs.

Preheat your oven to 400°F. On a lightly floured surface, flatten the rested dough from Step 2 into a 1/2-inch thick rectangle. Using a sharp knife or pastry cutter, divide the dough into 12 to 16 equal pieces (depending on how many hot dogs you're using). Working with one piece at a time, press each piece into a thin rectangle roughly 3 by 4 inches, then wrap it tightly around a hot dog, starting at one end and overlapping as you spiral around. I like to leave a small portion of the hot dog exposed at each end for visual appeal—it makes the final result look more professional.

Place each wrapped hot dog seam-side down on a parchment-lined baking sheet, spacing them about 2 inches apart. Pinch and press the seams firmly to seal the dough so it doesn't unravel during baking. Let them rest for 10 minutes at room temperature—this brief rest allows the dough to relax slightly before baking. While they rest, prepare the egg wash by whisking together the beaten egg and water. Once the rest time is complete, brush each wrapped hot dog generously with egg wash, and sprinkle with sesame or poppy seeds if desired. These toppings will toast beautifully in the oven and add nice texture and visual appeal.

Bake the pigs in a blanket in your preheated 400°F oven for 15 to 20 minutes, until the dough is deep golden brown—the exact time depends on your oven, so check around the 15-minute mark. The dough should sound slightly hollow when tapped and have a nice caramelized exterior. Remove from the oven and let cool for 5 minutes before serving. I've found that this cooling time allows the dough to set up properly so it holds its shape and the hot dog inside stays hot without the exterior being too fragile to handle.