Preheat your oven to 400°F (200°C). Cover a baking sheet with parchment paper and set it aside.
Unroll the thawed puff pastry sheets on a lightly floured surface. Use a knife to cut each sheet into strips approximately 1 inch wide and 3-4 inches long.
Wrap each hot dog tightly with a pastry strip, overlapping slightly as you spiral around the sausage to mimic bandages. Leave a small section at each end uncovered to resemble a mummified look.
Place the wrapped hot dogs seam-side down on the prepared baking sheet, spacing them out evenly.
Brush the tops of the pastry-wrapped hot dogs with beaten egg yolk to help them brown evenly.
Bake in the preheated oven for 12-15 minutes, or until the pastry is golden brown and crispy.
Remove from the oven and let the mummies cool slightly on the pan for a few minutes; the pastry will crisp up further as it cools.
If desired, add small pieces of olive or cheese for eyes on each mummy while they are still warm, pressing lightly into the pastry for a fun extra touch.
Serve warm, arranging the spooky hot dogs on a platter for a festive presentation.
