Preheat the oven to 350° F and line a rimmed sheet pan with parchment paper.
Place a wonton wrapper on a clean work surface with a corner pointing upward (like a diamond). Fold the outside corners into the center to create a strip about 2” wide.
Brush the center of the wonton wrapper with sweet chili sauce and then place a cocktail hot-dog at the bottom. Roll the hot-dog tightly in the wonton wrapper and place seam side down on the baking sheet. Repeat with the remaining hot-dogs.
Brush the tops of the wonton wrappers with sesame oil and sprinkle with sesame seeds. Bake for 15-20 minutes, until the tops are lightly browned and the edges are deeply golden.
While the pigs in a blanket are baking, make the dipping sauce. Stir together one jar of TyLing hot mustard and 1 tbsp sweet chili sauce.
Serve the pigs in a blanket warm with the mustard dipping sauce.