Slice the puff pastry into 6 even rectangles. Place a slice of cheddar on top of each puff pastry piece.
3. Step
Place a hot dog on the cheddar, then roll it up.
4. Step
Slice each roll into 3 even pieces, and arrange the pieces evenly on a baking sheet lined with parchment paper with a 1-inch (2-cm) gap between the pieces.
5. Step
Bake for 15 minutes, until golden brown and flaky.