Add all the ingredients except hot dogs into the bowl of a stand mixer in the order listed.
Use the paddle attachment to mix for 2-3 minutes. The dough should be soft and sticky, should form a loose ball when you scrape it form the sides with a spatula, but also stick to your fingers. If the dough seems too wet, add a tablespoon or two of flour. If the dough seems to dry, add a tablespoon or two of water.
Sprinkle your work surface with about 2 tablespoons of gluten-free flour and set the dough down. Turn it to coat and pat down a bit to form a loose rectangle.
Using a rolling pin, roll the dough to a rectangle that is 8 inches wide by 16 inches long. Keep some additional gluten-free flour on hand to sprinkle over the top as needed to keep the dough from sticking.
Use a pizza cutter or sharp knife to slice the dough into 10 short strips of equal length.
Pat the hot dogs dry with a paper towel.
Leaving a bit of hot dog uncovered at the ends, wrap the dough around the hot dogs about three times, so that the strip of dough is overlapping slightly. Press the dough together so it doesn't come undone as it rises and bakes.
Place the wrapped hot dogs on a parchment lined baking sheet and cover loosely with plastic wrap or a light tea towel.
Place the baking sheet on top of your oven while it preheats to allow the dough to rise a bit.
Preheat the oven to 425 degrees F.
Once the oven is preheated, use a pastry brush to brush the tops with melted butter or an egg wash and sprinkle with everything bagel seasoning or sesame seeds if you want.
Bake for 12-15 minutes until the dough is done and the rolls are turning golden brown on top.
Make dill sauce by combining ranch, pickle juice, and dried dill in a small bowl.
Serve the pigs in a blanket with dill sauce, honey mustard, or standard hot dog condiments.
Store any leftovers in an airtight container or Ziploc bag in the fridge for up to 4 days, or freeze for longer.