PREHEAT oven to 375°F. Unroll dough into 16 triangles; cut each triangle lengthwise into thirds. Place 1 Tbsp. sauerkraut and 1 Little Smokie on wide end of each triangle. Roll up; place, point sides down, on ungreased baking sheet.
BAKE 12 min. or until golden brown.
MEANWHILE, mix dressing and horseradish. Serve as a dipping sauce with the appetizers.