Heat oven to 375°F. Spray cookie sheet with cooking spray.
Unroll dough sheet; cut into 4 rectangles. Cut each rectangle lengthwise into 4 strips; cut strips in half crosswise to make 32 dough strips.
Place 1 olive on each strip. Wrap dough strip around olive. Roll between palms of hands until olive is completely covered with dough. Place on cookie sheet. Brush milk over top of each bite; sprinkle sesame seed over top of each.
Bake 12 to 15 minutes or until golden brown.