Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
Roll out the pastry sheet on a lightly floured surface to smooth it out and make it slightly thinner, then cut into strips about 1/2 inch wide.
Wrap each hot dog with a strip of pastry, leaving a small gap at the top for the 'head', and tuck the edges underneath to secure.
Use additional pastry strips to create bandage effects by layering or crisscrossing, leaving a space at the top for the 'face'.
Brush the pastry wraps lightly with the beaten egg to promote a golden, shiny finish.
Place the wrapped hot dogs on the prepared baking sheet, spacing them evenly.
Bake in the preheated oven until the pastry is crisp and golden, about 12-15 minutes, and the hot dogs are heated through.
Remove from the oven and let cool slightly before serving.
Serve warm for a fun, spooky snack that looks as playful as it tastes with crispy pastry and smoky sausage inside.