Place the puff pastry out on your counter. Sprinkle cheddar cheese on the right side. Fold the left side over the right side so the pastry is folded in half and gently roll it out.
Combine egg and dijon by whipping them together. Brush the combination onto the pastry. Roll each hot dog with the dough leaving the ends exposed.
Bake at 400 degrees for approximately 6 minutes. Turn them over and continue to bake for approximately another 2-4 minutes. Allow them to cool. Cut them into 1/4-1/2 inch diameter disc shapes. Skewer them and serve.
1. Adjust an oven rack to the middle position and heat the oven to 200 degrees. Beat the eggs in a shallow dish.
2. Combine the breadcrumbs, garlic powder, chili powder, cayenne, cumin, 1/2 teaspoon salt, and 1 teaspoon pepper in a separate shallow dish.
3. Pat the shrimp dry with paper towels, then season with salt and pepper. If the shrimp are wet, the egg won't stick to them!
4. Working with 1/2 of the shrimp at a time, dip them into the egg. Then coat with the breadcrumb mixture. Press on the breadcrumbs to make sure they stick to the shrimp. Lay the breaded shrimp on paper towels or plates.
5. Pour the oil into a large pot until it measures 1 1/2 inches deep. Heat the oil over medium-high heat until it reaches 375 degrees.
6. Carefully add half of the shrimp to the hot oil (375 degrees F) and fry until golden brown, stirring often to prevent them from sticking together, about 1 1/2 minutes.
7. Remove the fried shrimp from the oil and let drain briefly on paper towels.
8. Transfer the drained shrimp to a wire rack set over a baking sheet and keep warm in the oven. Skim off any bits of breadcrumbs from the oil and return the oil to 375 degrees and fry the remaining shrimp.
9. Serve with cocktail sauce or your favorite dipping sauce!