Preheat oven to 400 degrees.

In a bowl, whisk the egg and milk together until smooth.

Roll out one sheet of puff pastry just slightly. Cut in half horizontally against the fold marks. 

Place one polish dog on one half of the puff pastry sheet and roll up. Brush the edge with egg wash, and seal the roll. Brush the puff pastry with egg wash and generously sprinkle with Everything But the Bagel seasoning. Cut into 1-inch pieces, and place on a lined baking sheet.

Continue with the rest of the polish dogs.

Bake in a preheated oven for 18-20 minutes. Serve with your preferred condiments.