1. Preheat the oven to 400°F.
  2. Roll out the puff pastry and cut in half width wise, and then into 8 equal strips lengthwise, for a total of 16 strips. Cut hot dogs into thirds.
  3. Begin assembling by placing 1 tbsp. cheddar cheese at the end of a strip. Add a slice of jalapeño followed by a piece of hot dog and then roll the strip to the top. Repeat with every strip.
  4. Once all are rolled brush lightly with the egg wash and top with a slice of jalapeño.
  5. Bake for 20 – 25 minutes or until puffy and golden brown. Serve warm with your choice of dipping sauce.