Begin by separating the crescent roll dough into two rectangles. Ensure to seal any seams and perforations thoroughly. Slice each rectangle horizontally into ten strips. Wrap each strip around a miniature hot dog.
Arrange the wrapped hot dogs on an ungreased baking sheet, ensuring they are placed about one inch apart. In a small bowl, whisk together the egg and water, then brush this mixture over the tops of the dough. Bake in a preheated oven at 375°F until they turn golden brown, typically for 10 to 15 minutes. Using the Dijon mustard, add small dots for eyes to create the mummy effect.
In a separate bowl, combine the ingredients for the dip: mayonnaise, Dijon mustard, honey, cider vinegar, and a dash of hot pepper sauce. Mix well and serve alongside the mummies for dipping.