Take your snacking game to a whole new level with these Pretzel Pigs in a Blanket! These little piggies take a bit of time to make, but they're definitely worth it! The perfect snack for your next Super Bowl party, game night, or birthday party.
Combine the water, sugar, and yeast in the large bowl of a stand mixer (dough can also be mixed and kneaded by hand); let stand 10 minutes or until the yeast is dissolved and foamy.
Add the flours, milk, and salt and knead on medium-low speed with the dough hook attachment until a smooth ball forms; it should be firm and slightly tacky, but not sticky. (If sticky, knead in more flour, 1 tablespoon at a time. If too dry to come together, knead in water, 1 teaspoon at a time.)
Continue kneading until smooth and elastic, 5 to 7 minutes. Spray a large bowl with nonstick spray and add the dough. Cover with plastic wrap and place the dough in a warm place to rise until doubled in size, 1 1/2 to 2 hours.
Preheat the oven to 500˚F. Line 2 large rimmed baking sheets with aluminum foil and grease with nonstick spray. See notes.
Turn the dough out onto a lightly floured work surface, punch down the dough and divide it into 4 equal portions. Working with 1 piece of dough at a time and keeping the rest covered, gently pat the dough down with your fingertips and then use a rolling pin to flatten it out to an 8-inch square.
Lightly dust the rolling pin and the dough with flour if it is sticky. Gently pull and stretch the dough, using your hands to form straight edges and sharp corners. Use a pizza wheel or knife to cut the dough in half through the center, and then cut each half into 6 triangles for a total of 12 triangular strips of dough.
Place a cocktail frank at the base of each triangle (thickest end) and roll it up in the dough, gently pushing the tip of the triangle in to seal. Place on one of the prepared baking sheets, with the tips tucked under, and cover.
Repeat with the remaining dough, arranging each "pig" at least 2-inches apart and cover with plastic wrap. Let rise in a warm place until soft and doubled in size, about 30 minutes.
Combine the baking soda and 6 cups hot tap water in a wide, shallow stainless-steel pot (avoid non-stick and other metal surfaces that may react with baking soda). Using a large skimmer or by hand wearing rubber gloves, dip a few of the pigs in a blanket in the baking soda water for about 30 seconds. Lift from the water, drain excess liquid, and return them to the baking sheets. Repeat with the remaining pigs in a blanket.
Brush each pig in a blanket lightly with the egg wash mixture. Bake until deeply browned, rotating the pans in the oven halfway through, 8 to 12 minutes. Remove from the oven and cool on a wire rack. Serve warm or at room temperature, with mustard for dipping.