Unroll dough; separate at perforations, creating 4 rectangles. Press perforations to seal. With knife or kitchen scissors, cut each rectangle lengthwise into 10 pieces, 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 hot dog shows through for “face.”
Place crescent dogs on double thickness of heavy-duty foil sprayed with cooking spray, about 2 inches apart. Place foil on grill over indirect heat and cover. Cook 12 to 15 minutes or until golden brown.
Add “face” with mustard or ketchup.
Pro Tip: For the eyes, you can get creative with sour cream and small chunks of black olives but our kids tend to prefer ketchup or mustard.