Heat oven to 400°F. Separate dough into 10 biscuits; press or roll each into 4-inch round. Place hot dog in center of each biscuit round. Top each with about 1 teaspoon each of chili, onion and cheese.
Bring sides of dough up to center, forming half circles that stand up. Brush edges of dough with water; pinch edges tightly to seal (as dough bakes, edges will open forming a boat shape). Place on ungreased cookie sheet.
In small bowl with fork, beat egg; stir in mustard. Brush mixture over top and sides of each filled biscuit.
Bake 9 to 13 minutes or until light golden brown. Remove from cookie sheet; serve warm or cool.