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Heat oven to 375°F.
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Unroll crescent dough; separate at perforations, creating 4 rectangles. Press perforations to seal.
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With a knife or kitchen scissors, cut each rectangle lengthwise into 10 pieces, making a total of 40 pieces of dough. If adding cheese, slice cheese into thin strips.
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Wrap 4 pieces of dough around each hot dog and ¼ slice of cheese to look like "bandages," stretching dough slightly to cover hot dog completely. About ½ inch from one end of each hot dog, separate "bandages" so hot dog shows through for "face." On ungreased large cookie sheet, place wrapped hot dogs (cheese side down); spray dough lightly with cooking spray.
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Bake 13 to 17 minutes or until dough is light golden brown and hot dogs are hot. With mustard or ketchup, dot eyes on the face.