Preheat oven to 400°. Line a baking sheet with parchment paper, or a silpat.
Defrost puff pastry as directed on box. Sprinkle a cutting board with a dusting of flour, place one puff pastry sheet at a time on the cutting board and lightly roll out.
Cut puff pastry into equally sized rectangles for the number of sausages you have. Cut the pastry as wide as you like, leave a little bit of the sausage uncovered or cover the entire sausage.
Roll the sausage in the puff pastry. Place seam side down onto the baking sheet at least once inch apart.
Brush beaten egg/water mixture over the top of each pig in the blanket. Then sprinkle each pig in a blanket with a bit of the everything bagel seasoning blend.
Bake the pigs in a blanket in the preheated oven for about 25 minutes, or until pastry is puffed and golden brown.