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I "invented" this one day while experimenting with a batch of cafeteria roll dough. Y'see, I'd heard of pigs in blankets, but I can't ever remember eating one, so it didn't occur to me that I was making something already well-known until later on. Why, yes, it is natural blonde, thank you for noticing.

So, for this you need some cafeteria roll dough and hot dogs. I prefer Hebrew National reduced fat dogs. They're not cheap, but they're relatively light on the calories and taste nice and meaty. Cut the dogs into thirds and microwave them for a minute.  Press the grease off with paper towels. Make rounds of roll dough big enough to encase the segments in and then do just that. Set them in a greased pan to rise until they double in size. Then bake 'em for 12 minutes at 400 degrees, until they turn (you guessed it!) golden brown. The seam may split, but don't worry about that - it just makes it look more like a hot dog in a bun.

A variation: use steamed bun dough, wrap that around the hot dogs, and steam them according to that recipe. When made this way, the "bun" has an interesting texture.