I found this recipe from "FOODISTA " and as we always do this hot dogs in puff pastry shets, I addopted , being easy for me.
Original recipe( follow) is with bread stick, bought from grocery's refrigerator and is as good as mine.
I buy the puff pastry sheets and one of the sheet I scored in long pieces, as long as is needed it to wrap the hot dog tight, to give an impression of mummies.
Put some egg wash on them to have a brown baked color and bake them at 400F for about 20 minutes,maybe 25 minutes, to be nice and brown and fluffy.
Make some eyes with a little mustard and HAVE SCARY MUMMIES FOR HALLOWEEN !