Separate crescent roll dough into 2 rectangles; seal seams and perforations. Cut each rectangle horizontally into 10 strips. Wrap 1 strip around each hot dog.
Place 1 in. apart on an ungreased baking sheet. In a small bowl, whisk egg and water; brush over tops. Bake at 375° until golden brown, 10-15 minutes. Using mustard, add eyes. In a small bowl, combine the dip ingredients; serve with mummies.
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