Preheat oven to 425 F, line 2 large baking sheets with parchment paper.
On a lightly floured surface, roll dough out to ⅛" thickness. Use a pizza wheel to cut it into thin strips.
Carefully wrap strips of pastry dough around a weiner, leaving some open area for the eyes (after baking).
I will usually roll one strip in a diagonal spiral one way, then a second spiral criss-crossing the first.
Squeeze all over, to join layers of dough to each other.
Arranged wrapped wieners on prepared baking pan.
In a small bowl or cup, whisk the egg with 1 tablespoon water until smooth.
Use a pastry brush to brush this egg wash all over each wrapped wiener.
Bake for 15-18 minutes, or until golden brown.
I like to spoon a Tablespoon or so of mustard into a piping bag, and pipe two little spots to glue the candy eyeballs down.
You can skip the eyeballs entirely, if you like - mustard and/or olive slices work, too!
Serve hot, with mustard and/or ketchup as dip.