Preheat oven to 350°F. Line 2 baking sheets with parchment. In a small bowl, combine the dried onion, poppy seeds, and sesame seeds.
Unroll the dough sheet. Cut into 18 strips. Cut each strip in half to form shorter strips. Wrap each cocktail link with 1 piece dough, pinching to seal seam. Place seam-side down on baking sheet. Repeat with remaining links and dough strips, spacing about ½ inch apart.
In another small bowl, beat the egg until smooth. Brush all over tops of pigs in blankets. Sprinkle seed mixture over pastry. Bake 15 min., until dough is golden brown. Serve with the mustard.