Preheat oven to 400 F
Lay out your pastry on a work surface.
Cut lengthwise into 1/2-inch or so wide strips (I may have cut some wider but it worked just as fine).
Cut cheese into strips about 1/4" in thickness
Place one strip of cheese on the working surface.
Place a dog on top of the cheese slice.
Wrap hot dog with the strip, spiraling down to enclose like a mummy.
Leave a little opening for the "face".
Whisk egg and water in a small bowl.
Brush the "mummy" with the egg mixture.
Sprinkle sesame seeds and chili flakes.
Transfer to a baking sheet sprayed with cooking oil.
Spray some more cooking oil over the mummies.
Bake until golden (about 20-25 minutes)
Let cool slightly then draw some "eyes" with mustard.
Add a layer of cheese over the baked dogs and place in a microwave for 20-30 seconds or return to oven until the cheese is melted.
Serve as a snack or a main meal with a bowl of salad on a side.