Heat your oven to 375°F.
Unroll the crescent roll dough. If using crescent rolls, separate them at the perforations to create 4 rectangles. Press the perforations to seal. If using dough sheets, simply cut them into 4 rectangles.
Using a knife or pizza cutter, cut each rectangle lengthwise into 10 pieces, making a total of 40 pieces of dough.
Slice the cheese slices into quarters.
Pair one hot dog with one cheese slice, then wrap 4 pieces of dough around them to resemble mummy wraps. Ensure to slightly stretch the dough to completely cover the hot dogs. Leave about ½ inch from one end of each hot dog uncovered to create the mummy's face. Repeat with the remaining ingredients.
Line a baking sheet with parchment paper.
Place each wrapped hot dog on the baking sheet and lightly spray the dough with cooking spray.
Bake for 13 to 17 minutes or until the dough is light golden brown and the hot dogs are hot.
Once out of the oven, add two candy eyes to the face openings of each mummy dog.