Spread out the puff pastry and place the hot dogs in the center with four lined up next to each other and the other four on top of them.
Squirt mustard onto the hot dogs and lay the cheese on top.
Add however many slices of pickles you like. Then add crispy fried onions.
Cut the extra puff pastry on both sides into equal-sized slanted strips of dough. Fold the strips of dough over the filling, alternating from both sides to create the woven appearance. Seal the ends.
Coat the dough with the whisked egg and sprinkle some more crispy fried onions on top. Bake in the oven for 20 minutes at 375°F.