Preheat the oven to 400°F and line a baking sheet with parchment paper.

Unwrap puff pastry and place on a well-floured surface.

Pass a rolling pin over the pastry a few times to even out any bumps and make it just slightly thinner.

Using a sharp knife or pizza wheel, cut into 3-inch-wide strips, then cut each strip into 1½-inch sections. You'll need 28 pieces. (You may not need all the pastry; you can refreeze what you don't use.)

Wrap each cocktail frank in a strip, rolling it so just the tips of the franks stick out.

Use your fingers to moisten the edge of the pastry with a little water and press gently to seal the edges. Place seam-side down on the baking sheet and freeze for 10 minutes.

Remove the baking sheet from the freezer. Brush the tops of the pastry with egg white-water mixture.

Bake until dough is puffed and deeply browned, about 20 minutes.

Meanwhile, combine cranberry sauce, mustard and 3 tablespoons water in a blender until very smooth. Serve the cocktail franks warm with the cranberry sauce on the side for dipping.

Note: You can make and freeze the pigs up to a month ahead if you like; leave them unbaked on the baking sheet in the freezer until completely frozen (1 to 2 hours) and then transfer to a freezer bag or container. Brush with egg wash and bake right from their frozen state.