Separate or cut dough into 4 rectangles (if using crescent rolls, press perforations to seal). Place 2 hot dogs crosswise down center of each rectangle. Cut 1-inch-wide strips in dough on each side of hot dogs to within 1/4 inch of hot dogs. Fold strips at an angle across hot dogs, alternating from side to side. Place on ungreased cookie sheet, cheese side up. Brush top of crescent with beaten egg.