<P> In both Australia and New Zealand, pig in a blanket is a cocktail frankfurter wrapped in bacon and / or puff pastry . </P> <P> In China, a Chinese sausage wrapped in pastry is called "Lap Cheong Bao" and is steamed rather than baked . </P> <P> In Hong Kong, a hot dog wrapped in pastry is called "Cheung Jai Bau" or "Hot Dog Bun" and is baked . </P> <P> In Estonia, they are referred to as "viineripirukas", which means sausage pastry . </P>

Where did the name pigs in a blanket come from