Heat oven to 350°F.
If using crescent rolls: Unroll dough; separate at perforations, creating 4 rectangles. Press perforations to seal. If using a dough sheet: Unroll dough; cut into 4 rectangles.
With knife or pizza cutter, cut each rectangle lengthwise into 10 pieces or under 1/2 inch (1 cm) wide, making a total of 40 pieces of dough.
Slice cheese slices into quarters (1/2 slice cheese, cut in half).
Wrap 4 pieces of dough around each hot dog and 1/4 slice of cheese to look like "bandages," stretching dough slightly to completely cover hot dog.
About 1/2 inch from one end of each hot dog, separate "bandages" so the hot dog shows through for "face."
On ungreased large cookie sheet, place wrapped hot dogs (cheese side down); spray dough lightly with cooking spray.
Bake 13 to 17 minutes or until dough is light golden brown and hot dogs are hot.
Using a toothpick, dip one end into mustard and draw features on "face."