For the sausages in a blanket, roll out the pizza dough and divide it into four pieces. Place a slice of cheese on each piece of dough – cut it to size beforehand, leaving a 2 cm border all around.
Brush the edge with egg, place the sausage on the piece of dough and make a parcel. Brush the top with egg as well, place on a baking tray covered with baking paper and bake at 180 degrees hot air for about 10 minutes.
Serve with ketchup, mustard and salad.