Preheat the oven to 375 degrees and line a baking sheet with parchment paper.

Roll out crescent roll dough and press seams together. You can leave the middle seam if you wish.

Using a pizza cutter or knife cut three lines into the dough dividing it into four equal parts. Then cut triangles into each part. You should end up with about 7-8 triangles per section, do not worry if you do not have perfect triangles.

Place a cocktail weenie on the larger end of the triangle and roll closed. Repeat this step until you run out of triangles.

Place the pigs in their blankets on the baking sheet making sure to leave a little room between each one.

Brush the tops of each one with butter.

Bake for 15 minutes until golden brown.

Add all ingredients for honey mustard sauce to a bowl and whisk until well combined.

Let your pigs in a blanket cool slightly and serve with honey mustard sauce or your favorite sauce.