Preheat the oven: Preheat the oven to 375°F and lightly grease a baking sheet with cooking spray or line it with parchment paper.
Unroll the dough: Unroll the crescent dough and press the perforated seams together to form solid rectangular sheets, removing any extra flour from the counter.
Cut thin strips: Using a sharp knife or pizza cutter, slice the dough sheets into thin strips about a quarter-inch wide.
Wrap the hot dogs: Wind two or three dough strips around each hot dog at a slight angle, leaving small gaps between the strips and a bare patch near the top for the face.
Press the ends: Gently press the loose ends of the dough against the hot dog so they stay in place while baking.
Arrange on the pan: Place the wrapped hot dogs on the prepared baking sheet, spacing them about an inch apart so the dough can puff without touching.
Brush with egg wash: Brush the beaten egg evenly over the dough strips to help them turn golden and glossy in the oven.
Bake until golden: Bake for 12 to 15 minutes, until the dough is deep golden brown and the seams look fully sealed and cooked through.
Cool slightly: Remove the pan from the oven and let the mummies cool for 1 to 2 minutes so the surface firms up a bit before adding the faces.
Add mustard eyes: Dab two small dots of yellow mustard onto the bare patch of each hot dog to form the mummy's eyes, using a toothpick for precise placement if needed.
Serve warm: Serve the mummy hot dogs warm with extra mustard or ketchup on the side for dipping.