Preheat oven to 375°F. Divide dough into 8 triangles. Cut each triangle into thirds. Place 1 cocktail frank on narrow end of triangle; roll up. Arrange on ungreased baking sheets, pastry-point side down. Repeat with remaining dough and franks.
Bake franks until golden brown, 12 to 15 minutes. Serve with mustard, if desired.