The mummy "bandages" are easier to cut from crescent dough sheets, not the classic triangles. If you can't find the sheets, or just have the regular crescents, it will still work fine. Just cut the triangles into as long of strips as you can and piece the mummy together.
Our favorite way to make the mummies is with the cheese filled hot dogs or sausages, like Johnsonville's Beddar with Cheddar brats. It is all up to you and your favorites.