Preheat oven to 350 degrees. Line a baking sheet pan with parchment paper, a baking mat, or foil sprayed with cooking spray.
In a medium bowl, mix together the oat flour, salt, and yogurt. Knead ingredients together on a floured countertop until the dough is ready to be rolled out. Use a rolling pin to roll the dough to a 1/8 inch thickness. Use a knife to cut the dough into 32 rectangles.
Make sure sausage (or hotdogs) are dry, (I did this by blotting with a paper towel). Place one mini sausage (or hotdog half) on each rectangle.
Roll dough over sausage (or hotdog) and brush with egg wash (egg wash is just an egg beaten in a small bowl, it is brushed on top of the dough to get the tops golden brown). Sprinkle the pigs in a blanket with poppy seeds if desired. Bake for 22-25 minutes, or until dough is firm but still soft to the touch. Let cool and serve with dipping sauce of choice!