Preheat oven to 450 degrees. Line a baking sheet with parchment paper. Brush with half the coconut oil.
Put the warrior bread mix into a large bowl. In another bowl, whisk together the water, egg whites, and vinegar. Pour the liquids into the bread mix and stir to combine.
Take about a tablespoon of the bread mixture and press it into a flat strip on the work surface. Pick it up and wrap it around one of the mini hot dogs, wrapping it tightly and overlapping it to seal. Place onto the baking sheet and repeat with the remaining dogs.
Brush the tops of the pigs in a blanket with the remaining coconut oil.
Bake for about 20 minutes until browned and cooked through.
Remove from heat and place on a platter. Serve with mustard or any additional dips you prefer.