1. Heat oven to 375°F.
2. Unroll crescent dough into 4 rectangles and cut each lengthwise into 10 pieces. Cut each slice of cheese into 4 pieces.
3. Wrap 4 pieces of dough and a strip of cheese around each hot dog to look like bandages, stretching the dough to cover the entire dog. Half an inch from one end of the dog, separate “bandages” so the hot dog shows through to form a face.
4. Place mummy dogs on a baking sheet, facing upward. Mist lightly with cooking spray.
5. Bake until dough is light golden brown and hot dogs are heated through, 13 to 17 minutes. With mustard, draw on eyes.