Preheat the oven: Set the oven to 375°F and line a large baking sheet with parchment paper or a silicone mat.
Prep the dough: Unroll the crescent dough and pinch the perforated seams together so you have smooth sheets, then slice each sheet into thin strips about a quarter-inch wide.
Pat hot dogs dry: Blot each hot dog with a paper towel to remove excess moisture; this helps the dough strips stick instead of sliding off.
Add cheese if using: Tuck a halved cheese stick alongside each hot dog if you want a melty center once baked.
Wrap each mummy: Wind 2 to 3 strips of dough around each hot dog in a crisscross pattern, leaving a small gap near one end for the eyes.
Arrange on the sheet: Place the wrapped hot dogs on the prepared baking sheet with a little space between each one so the dough can puff evenly.
Brush with egg wash: Brush the dough strips lightly with the egg wash to help them turn golden and shiny in the oven.
Bake until golden: Bake for 12 to 15 minutes, until the dough is golden brown and puffed, checking the undersides for even color.
Cool slightly: Let the mummies rest on the pan for 2 to 3 minutes; they firm up and are easier to handle once they cool a bit.
Add mustard eyes: Dip a toothpick in the mustard and dot two small eyes onto the gap left on each mummy, then serve with ketchup on the side.