Heat the oven to 350°F/175°C. Set out one large, ungreased metal cookie sheet. Pat the hot dogs dry. Separate perforated crescent dough into four rectangles and seal the seams, or cut a dough sheet into four rectangles.
Cut each rectangle lengthwise into 10 strips slightly under ½ inch/approximately 1 centimeter wide, creating 40 strips. Cut the cheese into 10 equal quarter-slice portions.
Place one cheese portion against each hot dog. Wrap each with four dough strips, leaving a ½-inch/1.3-centimeter opening near one end for the face. Place cheese side down on the cookie sheet and lightly spray the dough.
Bake for 13–17 minutes, until puffed and light golden brown, with no wet dough visible and hot centers. Add mustard or ketchup facial features with a toothpick and serve warm.