Pigs in Blankets quandry

This was the discussion between me & E while she helped me roll up wienies in crescent rolls.
Emma: Mama, what are we having for dinner tonight?
Me: We are having Pigs in Blankets.
Emma: Pigs in blankets?! (Said in the same tone one might say, "You have cancer?" OR "There's no chocolate?")
Me: Yes, pigs in blankets.
E: Well,where are the pigs?
Me: The pigs are the hotdogs. (I felt it was too early to explain that hotdogs come from pigs.)
E: Where are the blankets?
Me: The bread is the blanket. See how we roll the hotdog up in the bread? We're rolling the "pig" up in the "blanket". Get it?
Emma: Right. We're rolling the pig in the blanket. So, where's the pillow?
Indeed.