Mix all pimento cheese ingredients in a medium bowl until combined. Refrigerate until ready to use.
Preheat oven to 400º F.
Roll out the each puff pastry sheet on a lightly floured surface until it's approximately 11"x10" in size. Cut each puff pastry sheet into 6 equal rectangles for a total of 12 rectangles.
Place 8 of the puff pieces onto a parchment lined sheet. Spread about 1/4 cup of the pimento cheese onto each of the 8 pastry pieces, leaving about 1/2 border.
Use a knife of pizza wheel to cut the other 4 pastry pieces into thin strips.
Place the pastry strips over top of the pimento cheese to create a mummy appearance, leaving room for eyes.
Use a fork to crimp the edges of the strips to the bottom puff pastry.
Whisk the egg with 1 tablespoon of water and brush the top and edges of the puff pastry.
Bake for 18 - 20 minutes, until golden brown and puffed. Cool slightly then add black olives for eyes. Serve and enjoy.