Heat oven to 375°F.
If using crescent rolls: Unroll dough; separate at perforations, creating 4 rectangles. Press perforations to seal. If using dough sheet: Unroll dough; cut into 4 rectangles.
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." 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. Serve with ketchup and mustard. Enjoy!