Cut each triangle of crescent roll dough into thirds lengthwise, making 3 small strips from each roll.
Brush the dough strips lightly with Dijon mustard. Put the mini hot dogs on 1 end of the dough and roll up.
Arrange them, seam side down, on a greased cookie sheet. Brush with egg wash and sprinkle with poppy seeds or sesame seeds. Bake until golden brown, about 12 to 15 minutes. Serve warm with the dipping sauce.
Mix all of the ingredients in a bowl. Cover with plastic wrap and refrigerate until serving. Can be made a day ahead.