
Start by placing the hot dog sausages in a large skillet over medium heat with boiling water and cook them for 5 minutes.
After this time has passed, split the tips of the sausages forming an X and set aside.
In a small bowl, add the mayonnaise, the ketchup, the mustard and mix everything very well until fully combined.
Next, place this sauce over puff pastry circles and spread it.
Add one slice of cheddar cheese to each pastry circle and fold the pastry.
Then place a sausage in the center and wrap it with the pastry.
Repeat this process with all the sausages.
Transfer them to a large baking tray and make shallow cuts on top of each one.
Brush all of them with a beaten egg and add sesame seeds to taste.
Take to a preheated oven at 180° C (350° F) and bake for 20 minutes.
Serve.