Use a paring knife to cut 2 to 3 diagonal slashes in each of the hot dogs.
Whisk the egg yolks with a splash of cold water in a small bowl for the egg wash.
Sprinkle some flour on a flat surface. Roll out the puff pastry sheets one at a time and cut strips that are about three-quarters of the thickness of the hot dogs. Roll each hot dog in a single layer of pastry and use some egg wash to seal them shut. Place each wrapped piece seam-side down on a baking sheet, leaving some distance between each for even browning. Refrigerate for at least 30 minutes.
Position 2 oven racks in the upper and lower thirds of the oven and preheat to 375 degrees F.
Bake, rotating and switching the positions of the baking sheets halfway through, until the pastry is golden brown, 25 to 30 minutes. Serve with Spicy Hot Dip on the side.
Spicy Hot Dip:
Whisk the dry mustard with 1/2 cup warm water in a medium bowl until smooth. Whisk in the Dijon mustard, honey and hot sauce.
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