Preheat oven to 375˚F.
Brush the bottom and sides of a spring form pan with melted butter and set aside.
Lightly flour a clean surface and roll dough, until ¼ inch thick (can divide dough in half and roll half at a time, if easier). Cut slab of dough into 1” by 2” pieces. Wrap each lil’ smokey in a piece of pizza dough and pinch the seam shut.
Once all smokies have been wrapped, line the pigs in a blanket, vertically around the border of the pan and continue to do so until the entire pan is filled and pigs in a blanket are snug, but not too tightly packed together.
Tightly cover pan with foil and bake for about 30 minutes.
Cheese Sauce: While the loaf bakes, make the sauce. Melt butter in a small pot over medium heat. Add flour and whisk together for 2 minutes. Stir in milk and continue to whisk for 2 to 3 minutes or until mixture is smooth. Add mustard and cheese and whisk together until smooth. Season with salt and pepper.
Uncover pigs in a blanket and continue to bake for an additional 15 minutes or until the top is nicely browned.
Remove from heat and allow to loaf cool, about 10 minutes.
Remove pull apart bread from spring form pan and serve immediately with cheese sauce.