First things first, let's get the oven ready. Preheat your oven to 400°F (200°C). Line a large baking sheet with parchment paper. This makes cleanup a breeze!

Now, grab that thawed puff pastry sheet. Gently unfold it onto a lightly floured surface or directly onto your parchment-lined baking sheet if it fits.

Using a pizza cutter or a sharp knife, cut the puff pastry sheet lengthwise into 8 equal strips. Aim for strips about 1 to 1.5 inches wide.

Time to wrap! Take one strip of puff pastry and one hot dog. Starting at one end of the hot dog, wrap the puff pastry strip around it spirally, slightly overlapping as you go, until you reach the other end. You can gently stretch the pastry a little if needed to make it fit. Pinch the ends of the pastry lightly onto the hot dog to secure them.

Place the wrapped hot dog on your prepared baking sheet. Repeat with the remaining hot dogs and pastry strips, making sure to leave a little space between each twist on the baking sheet so they have room to puff up.

In a small bowl, whisk the egg with about a tablespoon of water or milk until well combined. This is your egg wash!

Using a pastry brush, lightly brush the tops and sides of each puff pastry-wrapped hot dog with the egg wash. This is what gives them that gorgeous golden shine.

Now for the good stuff! Sprinkle the shredded cheddar cheese generously over the tops of the twists. Then, sprinkle the poppy seeds or sesame seeds (if using) over the cheese.

Pop the baking sheet into your preheated oven. Bake for 15-20 minutes, or until the puff pastry is golden brown, puffy, and the cheese is melted and bubbly. Keep an eye on them, as oven times can vary!

Once they're beautifully baked, carefully remove the baking sheet from the oven. Let them cool on the sheet for just a few minutes before serving. They're best enjoyed warm!