For the relish: Add the cherry peppers, garlic, honey, cider vinegar, olive oil and salt to the bowl of a food processor. Pulse to combine. (Makes 2 cups.)
For the mustard: Add the whole-grain mustard, yellow mustard, honey and horseradish to a small bowl. Stir to combine. (Makes 2 cups.)
For the everything spice: Add the poppy seeds, sesame seeds, dried garlic, dried onion, salt and pepper to a small bowl. Stir to combine. (Makes 1 cup.)
For the pigs-in-a-blanket: Preheat the oven to 400 degrees F.
Cut each piece of puff pastry in half, and roll each half around a sausage link, using a bit of egg wash to adhere. Place the piggies seam-side down, brush with egg wash, and sprinkle each with 1 teaspoon of the everything spice. Transfer to a parchment-lined baking sheet and bake until golden and puffy, 15 to 20 minutes.
Serve the pigs-in-a-blanket with the cherry pepper relish and horseradish honey mustard.