Preheat oven to 375°F. and grease large baking sheet.
In bowl, whisk together flour, baking powder, baking soda, salt and wheat germ. Blend in shortening with pastry blender or your fingertips until mixture resembles coarse meal. In small bowl whisk together buttermilk or yogurt and egg yolk and stir into flour mixture, stirring until mixture just forms a moist dough.
Knead dough 4 times on a floured surface and with a floured rolling pin roll
out into 2-inch square. Cut dough into 1 1/2-inch-wide strips and roll a strip around middle of frankfurter until dough just overlaps. Cut pig-in-blanket free from strip and make 19 more pigs-in-blankets in same manner, arranging, seam sides down,
as they are made on prepared baking
sheet. (Pigs-in-blankets may be prepared up to this point 1 day ahead and chilled, covered.)
Bake pigs-in-blankets in upper third of oven until pale golden, about 15 minutes. Makes 20 pigs-in-blankets.