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1
Line a baking sheet with a silicone liner, foil, or parchment paper.
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2
Sprinkle 1/2 cup of the cheese over your work surface and lay a sheet of the puff pastry over the cheese.
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3
Sprinkle 1/4 teaspoon of chili powder on one side of the pastry and another 1/4 teaspoon on the other side.
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4
Begin to roll out the puff pastry, sprinkling the work surface with another 1/2 cup of the cheese when you turn the pastry over.
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5
Roll the pastry into a 16 x 12 inch rectangle, then cut into 2 x 1 inch strips.
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6
Brush a thin layer of mustard down the center of each strip.
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7
Lay a frank across the dough on top of the mustard and roll up the pastry so the ends of the frank are sticking out.
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8
Place on the prepared baking sheet and repeat with the remaining franks, setting them 1 inch apart on the baking sheet, until you run out of pastry strips.
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9
Then roll out and cut the second pastry sheet in the same manner as the first and toll up the remaining franks.
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10
**Do-Aheadat this point, you can cover and refrigerate for up to 24 hours or freeze on the baking sheet, then transfer to a zip-lock plastic bag and keep frozen for up to 6 weeks.
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11
Preheat oven to 400 (if necessary, line a baking sheet and place the pigs on it).
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12
Bake until the pastry is golden brown, 7-10 minutes or 10-12 minutes if frozen; serve hot.
