1. Heat oil in a large skillet and sauté cabbage, onions, salt and pepper for 15 minutes. Add hot dogs and continue sautéing for another seven minutes. Let cool.
2. Preheat oven to 350 degrees Fahrenheit.
3. Roll puff pastry dough out on a floured surface and cut out circles. Fill each circle with a tablespoon of filling. Brush a small amount of egg yolk around the edge of the dough, then pinch the corners to create a hamantash shape. Brush more egg yolk on the outside of the dough, then sprinkle with black and white sesame seeds.
4. Bake for 22 minutes.