Preheat the oven to 375 degrees F and line a baking sheet with parchment paper.
Pat the hot dogs dry. If you like smaller bites, cut each hot dog in half.
Unroll the crescent dough, pinch the seams together to form one smooth sheet, and cut it into thin strips with a pizza cutter.
Wrap the dough strips around each hot dog to look like mummy bandages, leaving a small gap near the top for the eyes.
Place the mummy dogs on the baking sheet and brush with the beaten egg, if using.
Bake for 12 to 15 minutes, until the dough is golden.
Add two candy eyes to each mummy, using a small dot of mustard to hold them in place. Serve warm with dipping sauces.