Preheat your oven to 400°F. Prepare a baking sheet by lining it with a silicone baking mat or parchment paper. If you’re using parchment paper, give it a light spray of oil to prevent sticking.
In a medium-sized bowl, whisk together the flour, baking powder, and salt until well blended. Stir in the Greek yogurt and mix with a fork or spatula until the ingredients come together into crumbly bits.
Dust a clean work surface lightly with flour, then transfer the dough from the bowl. Knead the dough several times until it becomes smooth and slightly tacky but no longer sticky — this should take about 15 kneads. The dough should not stick to your hands when pulling away.
Sprinkle some flour on your work surface and rolling pin. Roll the dough out into a thin rectangle, then slice it into thin strips, about ¼ inch thick.
Take each halved hot dog and wrap the strips of dough around, leaving a small gap for the candy eyes. Place the wrapped hot dogs on your prepared baking sheet. Repeat the process with the remaining hot dogs and dough strips.
Brush each mummy with the beaten egg wash to give them a golden finish in the oven. Bake for 12 minutes until they’re nicely puffed and golden brown.
Once baked, use mustard or ketchup to secure the candy eyes in place. Let the mummies cool for about 10 minutes before serving them with extra mustard or ketchup on the side for dipping. Enjoy!