Pigs in a Blanket | America's Test Kitchen

Ingredients

• 2 1/4 cups all-purpose flour
• 4 tablespoons vegetable shortening, cut into 1/2-inch pieces and chilled
• 2 teaspoons baking powder
• 1 teaspoon salt
• 1/4 teaspoon cayenne pepper
• 1 1/2 cups heavy cream
• 1 large egg, lightly beaten
• 6 hot dogs