1. Preheat oven to 400°F.

For pigs in the blanket

1. Roll out each biscuit on a floured surface until it is flat and oval-shaped. Cut biscuit into three vertical pieces.
2. Cut cheese slices to fit the biscuit pieces.
3. Place cut cheese slices on flattened biscuits.
4. Place a small hot-dog on one end of the biscuit and roll up and place on an ungreased cookie sheet.
5. Repeat for each pig in a blanket.
6. Bake until biscuits are puffed up, lightly brown and cheese oozes out — approximately 15 minutes.
7. Remove from oven and let slightly cool before serving.

For dipping sauce

1. Mix all ingredients together with whisk in small bowl and refrigerate until ready to eat