Do your mise en place. Measure and set out all of your ingredients. Make sure your eggs are at room temperature and butter is cut and cold.
In a tiny saucepan or in the microwave heat the milk until just lukewarm. 105°-110° on a food thermometer. If it's too hot it will kill your yeast.
Pour warm milk into a small bowl. Add yeast and whisk until dissolved. Set aside until foamy - about 5 minutes.
Remove the bowl of a stand mixer and add dry ingredients, flour, sugar and salt. Whisk to combine then make a well in the center. Pour in the milk/yeast mixture. Then add the 3 room temperature eggs. Mix by hand until just combined.
Put bowl back on stand mixer and attach the dough hook. Mix on low speed until a shaggy dough forms - about 1 minute. Increase speed to medium and mix until dough starts to wrap around the hook. Keep mixing until the dough is soft and supple. Scrape dough off the hook every so often. Mix until dough comes cleanly off the bottom and sides. Add a pinch of flour if the dough is sticking. Knead dough in mixer for about 10 minutes.
Keeping the mixer on medium, add the butter one piece at a time. Allow each piece of butter to fully incorporate into the dough before adding the next. This is a long process. It may take about 15 minutes before all the butter is fully mixed in.
Gather the dough from the bowl and gently shape into a ball. Dust lightly with flour and set into a lightly buttered bowl. Cover with plastic wrap and place in the refrigerator to rise for a minimum of 8 hours and up to 24 hours.
Pre-heat oven to 350°. Line a baking sheet with parchment paper.
Pierce the skin of each hot dog several times to prevent from bursting while baking. Lightly dust each hot dog or bratwurst with flour.
Take the risen dough out of the bowl and place on a clean work surface. Divide into 8 equal pieces.
Take 1 piece of dough at a time and roll out with your hands. Making long snake-like rolls out of each piece. About 12 inches long each.
Working from the middle of each hotdog and rolling outward to the ends, lay the brioche across the middle of the hot dog. Wind one end of dough around the hotdog until you reach one end. Then roll the other end of the dough outward toward the other end of the hotdog. Pinch each end of the hotdog to completely seal.
Repeat for all 8 pigs in a blanket.
Whisk the remaining egg in a bowl. Brush egg over each roll making sure to get the egg wash into all the little folds and seams. Sprinkle with sesame seeds or coarse salt.
Bake at 350° for 25 minutes or until golden brown.
Remove pigs in a blanket from oven and slice them into serving-size or bite-sized rounds. Enjoy with honey mustard dipping sauce or your choice of condiments.
