The only thing more tempting than hot dogs under wraps? Lap cheong in puff pastry, with 5-alarm mustard for dipping.
Heat oven to 375 degrees. Whisk egg with the water. Roll pastry 1/8 inch thick on a lightly floured surface. Cut into four 6-by-8-inch rectangles; brush edges with egg wash. Roll each around a sausage; press to seal, then cut off excess at ends. Place on parchment-lined rimmed baking sheet, seam side down; brush with egg wash. Freeze until firm, about 15 minutes.
Bake until puff pastry has cooked through and is golden brown, 33 to 35 minutes. Let cool slightly; slice into 1/2-inch rounds using a serrated knife. Garnish with sliced scallions; serve with mustard.