1. Sauté the onion in oil till golden.
2. In a small mixing bowl, combine the tomato sauce, water, sugar, and salt. Add garlic and onion and mix well.
3. Roll out the puff pastry dough, and cut in half widthwise.
4. Spread the tomato sauce mixture over one half. Sprinkle the diced hot dogs on top of the sauce. Cover with the second piece of dough.
5. Preheat oven to 350°F (180°C). Line a baking sheet with Gefen Parchment Paper.
6. Slice the dough into half-inch strips. Twist each strip and place on the lined baking sheet.
7. Sprinkle a bit of oregano into the beaten egg and brush onto the pastry strips. Bake until golden, about 30 minutes.