Preheat your oven to 375°F. Line a baking sheet with parchment paper to prevent sticking.

Roll out the crescent roll dough on a clean surface. Press the seams together to form a single large sheet.

Using a pizza cutter or a sharp knife, cut the dough into four equal parts, then divide each part into triangles.

Place a cocktail weenie at the wider end of each triangle and roll the dough tightly around the weenie until completely enclosed.

Transfer the wrapped weenies to the prepared baking sheet, ensuring space between each for even baking.

Brush the tops of each wrapped piece with melted butter.

Bake for about 15 minutes or until the tops are golden and crispy.

In a small bowl, combine the Dijon mustard, mayonnaise, honey, cayenne pepper, and a pinch of salt. Whisk until smooth.

Let the pigs in a blanket cool slightly before serving them warm with the honey mustard sauce or your preferred dipping sauce.