Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper to prevent sticking.
Unroll and gently press the crescent roll dough into a flat sheet, then cut it into long strips about 1/4 inch wide.
Place a hot dog in the center of a dough strip, then wrap the dough around it, overlapping slightly to resemble bandages. Leave a small gap at one end for the hot dog’s nose.
Repeat the wrapping process with all hot dogs, ensuring they are fully covered and the dough overlaps slightly to stay in place.
Mix the beaten egg with a brush or fork, then lightly brush the egg wash over the wrapped dough to promote browning.
Slice the black olives or grapes in half and place one piece near the top of each wrapped hot dog for the mummy's eyes.
Press the eyes gently into the dough, and if desired, add a tiny bit of shredded cheese around for extra gooeyness and detail.
Bake in the preheated oven for about 12-15 minutes, or until the dough is golden and crispy.
Once baked, remove the mummy hot dogs from the oven and allow them to cool slightly before serving.
Arrange the mummies on a serving platter with eyes clearly visible, and enjoy your spooky, savory treat!