Pretty Tasty, If You Do It Right
The celebration of Put a Pig in a Blanket Day can pretty obviously go two directions - literal and metaphorical. Choose one or both.
If you have access to a real, live pig and to a blanket, you can try to toss said blanket over said pig. That's probably less exciting than trying to catch a greased pig. The pig might even like the blanket...I dunno.
More interesting to most of you would be putting the metaphorical pig (a hot dog) in the metaphorical blanket (the roll of dough or possibly the hot dog bun).
If you get a high-quality hot dog and a freshly made bun, throw on the condiments you prefer (ketchup and sweet pickle relish for me), and take a bite, that might just make your day.
Have two of them or one foot-long dog and you've got yourself a nice meal. Add a bag of chips and a cold adult beverage and call it a feast.
I just thought of one other possibility. You could take a toy pig and a small blanket and put the two together, but that just seems like cheating. Don't even bother with that option.
Pictures of either of the first two choices will be gladly accepted at Da Unyun.