For the sauce: Use cooking spray to coat the inside of an 8-inch springform pan. Spray the outside of a 3 1/2- to 3 3/4-inch-diameter ramekin and place it in the center of the springform pan. Set aside.
Whisk together the ketchup, honey, curry powder and plenty of black pepper in a small saucepot. Bring to a simmer, then remove from the heat; set aside.
For the rolls: Lightly dust your work surface and a rolling pin with flour. Unroll the puff pastry and roll out to a 14-by-9-inch rectangle. Dust the top all over with the curry powder. Using one frank as a guide, cut the pastry into strips slightly smaller than the franks, about 1 1/4-by-2 1/4 inches. Roll each frank in a piece of pastry and pinch the seam to close it.
Preheat the oven to 425 degrees F.
Starting with the outer circle and allowing some space between, place each pig in a blanket vertically in the prepared springform pan in two concentric circles. Chill for 30 minutes. Bake until the tops are golden, about 35 minutes, then cover loosely with foil and bake until the inner puff pastry is baked through, about 25 minutes more. Pour the sauce in the ramekin and serve.