Preheat your oven to 400°F and line a baking sheet with parchment paper. Let your frozen puff pastry thaw at room temperature for about 15 minutes—you'll know it's ready when it unfolds easily without cracking. While that's happening, pat your beef franks dry with paper towels so the pastry adheres better during wrapping.
Unfold the thawed pastry sheet onto a clean cutting board and cut it lengthwise into thin strips about ½ inch wide. You're looking for 12 strips total, so don't stress about measuring exactly—eyeball it and you'll be fine. Each strip should be long enough to wrap around your beef frank with a little overlap.
Wrap each beef frank tightly with one pastry strip, sealing the seam by pressing gently where the pastry overlaps. Don't wrap too tight or the pastry tears, but make sure it's snug enough that it stays put while baking. Place each wrapped frank seam-side down on your prepared baking sheet, leaving about an inch between them for air circulation.
Whisk together the egg and 1 tablespoon water to create your egg wash, then brush it generously over each wrapped frank. Don't skip this step because it's what creates that beautiful golden-brown color I'm always raving about. Use a pastry brush or even just your finger (yes, really) to coat each one evenly.
Mix your melted butter, Dijon mustard, honey, smoked paprika, garlic powder, black pepper, and sea salt in a small bowl until combined. The glaze should look glossy and smooth—if it's too thick, add a splash more melted butter. Drizzle about ½ teaspoon of this mixture over each wrapped frank, or brush it on if you prefer more control.
Bake for 18-22 minutes until the pastry turns deep golden brown and puffs up beautifully. You'll hear them sizzle a little once they hit the hot oven, which is totally normal. Keep an eye on them after minute 15 because ovens vary—some run hotter and yours might be done a couple minutes earlier.
Remove from the oven and let cool for 3-4 minutes before transferring to a serving platter. Sprinkle the fresh chopped parsley over the top for color and freshness, then drizzle any remaining glaze around the platter. Serve them warm and watch them disappear—honestly, these beef franks pigs in blanket recipe bites are impossible to resist once people grab that first one.