Preheat oven to 400°F. Line a sheet pan with parchment paper.
Lightly flour a working surface. Roll out puff pastry sheet to a 10-inch square. Cut into four 5-inch squares. Repeat with second sheet of puff pastry.
Roll each hotdog in puff pastry. Brush edge of the puff pastry with egg wash to seal. Place on prepared sheet pan seam side down. use knife to cut a few small slights in the puff pastry.
Brush the pigs in a blanket with egg wash and sprinkle with Everything Bagel Spice Blend. Bake for 25 minutes or until golden brown and crisp.
Meanwhile, prepare the pickle dip. Add cream cheese, sour cream, pickles, and dill to a small food processor and pulse until blended. Season with salt and pepper to taste.
Cut each pig in a blanket into bit size peices. Serve with pickle dip.
