Mix all the ingredients until a smooth dough starts to form and then knead it for about 5 minutes. Wrap the dough in plastic wrap and refrigerate for 1 hour.
Preheat the oven to 350°F and roll out the dough on a floured work surface. Cut into the dough on the lower left and right side until you get to the middle, leaving a 2-inch gap from the edge.
Cut multiple smaller strips in between the 2 cuts you just made, also going up to the middle. Twist 2 narrow strips together. Do this with all of the strips.
Cover the rest of the dough with the shredded mozzarella, hot dogs, mustard, and ketchup, making sure to leave some space near the edge of the dough.
Put 2 rows of pickle chips on the hot dogs.
Cover the pickles with a layer of crispy fried onions and more shredded mozzarella.
Fold the dough over onto the filling so that it's completely covered.
Lay the bacon slices across the filled dough.
Fold the twisted strands of dough over the bacon.
Transfer the finished hot dog hot pocket to a baking sheet lined with parchment paper and brush the egg wash over the dough. Put the baking sheet in the oven and cook for 35 minutes until golden brown.