Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper to prevent sticking.
Unroll the puff pastry dough on a clean surface and gently roll it out to smooth any creases, about 1/8 inch thick.
Cut the dough into 8 long strips, each wide enough to wrap around a hot dog with a few layers for a mummy effect.
Take one hot dog and lay it on the end of a dough strip. Carefully wrap the dough around the hot dog, overlapping slightly, to mimic mummy bandages, leaving one or two ends uncovered.
Pinch and crimp the edges of the dough to seal it around the hot dog, ensuring it sticks and stays in place during baking.
Repeat the wrapping process with the remaining hot dogs and dough strips, placing them on the prepared baking sheet with enough space between each.
Brush the exposed parts of the dough with the beaten egg wash to give a shiny, golden finish during baking, and sprinkle with a pinch of black pepper if desired.
Bake in the preheated oven for 12-15 minutes until the dough is puffed, crispy, and golden brown.
Remove from oven and let cool slightly for a few minutes until the dough is firm enough to handle without breaking.
Add small dots of mustard or ketchup for eyes, or insert mini pickles or olives to resemble eyes for extra spooky fun.
Serve the mummy hot dogs warm, with their crispy pastry wrapping and playful appearance ready to delight your Halloween crowd.