Pigs in a Blanket with Homemade Dough

Directions

1. In a large bowl, dissolve yeast and 1 teaspoon sugar in milk and water; let stand for 5 minutes. Add the egg, shortening, salt, remaining sugar and enough flour to form a soft dough.
2. Turn onto a floured surface; knead until smooth and elastic, about 8-10 minutes. Place in a greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1 hour.
3. Cut a 1/4-in.-deep lengthwise slit in each hot dog. Cut cheese slices into five strips; place one strip in a slit of each hot dog.
4. Punch dough down; divide into 10 portions. Roll each into a 5-in. x 2-1/2-in. rectangle and wrap around prepared hot dogs; pinch seam and ends to seal.
5. Place seam side down on greased baking sheets; let rise for 30 minutes. Bake at 350° for 15-18 minutes or until golden brown.