Preheat the oven to 200°C/fan 180°C/gas mark 6.
Lightly roll out the pastry to 0.5cm thick over a floured surface, and cut vertically into long thin strips, about 0.5cm wide. You’ll need 1-2 strips per frankfurter, so leave the leftover pastry wrapped up in the fridge for another dish.
Wrap the pastry strips around each frankfurter to create a mummy-wrap effect. Brush with the beaten egg, then put on a lined baking tray.
Bake in the oven for 18-20 minutes, until the pastry is puffed and golden, and the sausages cooked through. Use blobs of soft cheese for the eyes, then top with a small piece of black olive.