Preheat oven to 400º F. Arrange cocktail weenies on a rimmed baking sheet in a single layer. Bake for 15 minutes or until golden brown. Remove from the oven and allow to cool completely. Leave the oven at 400º F for baking the pretzel pigs in a blanket.
Spray parchment paper lined rimmed baking sheets with nonstick cooking spray. Once dough has risen, remove dough from the bowl and roll to 1/4 inch thickness with a rolling pin. Using a pastry wheel, pizza cutter or knife, cut dough into equal strips about 6 inches in length and 1 inch wide. Wrap pretzel dough around the cocktail weenie and repeat until all are formed.
Add baking soda to water in a 4-quart saucepan over medium low heat. Bring to a simmer. Add pretzels, one at a time to the water. It will initially sink to the bottom and rise as it is ready to be removed. Using a slotted spoon, remove the pretzel from the saucepan and place on the parchment lined baking sheet to dry completely, about 5 minutes. Repeat until all pretzels have been bathed in the baking soda water.
Brush with butter, sprinkle generously with sea salt and bake 10-12 minutes, until golden brown.
Remove from the oven and allow to rest until easy to handle. Serve warm.
Pretzel Pigs in a Blanket Recipe https://addapinch.com/pretzel-pigs-blanket-recipe/