Heat oven to 375°F. Spray cookie sheet with cooking spray. Pat sausages dry with paper towels. Cut cheese into 12 (3 1/2x2-inch) pieces.
In medium bowl, stir vinegar, sugar, water and salt until sugar is dissolved. Add cucumber, peppers and onion; set aside.
Unroll both cans of dough on lightly floured surface. Roll each sheet to 14x8-inch rectangle; cut each into 6 rectangles.
For each mummy, spread dough rectangle with 1 teaspoon mustard. Place cheese piece in center; top with sausage link. With sharp knife, make deep cuts on long sides of dough to within 1/2 inch of center. Alternately cross strips over sausage to look like mummy. Place about 1/4 inch apart on cookie sheet.
Bake 20 to 25 minutes or until lightly browned. Pull apart and serve with pickled vegetables.