Preheat oven to 400 F, line 2 large baking sheets with parchment paper.
On work surface LIGHTLY dusted with corn starch, roll dough out to ⅛" thickness.
Note: Avoid using any more corn starch then absolutely necessary - it can dry out your dough and make it prone to breaking.
Use a pizza wheel to cut it into thin strips.
Carefully wrap strips of pastry dough around a weiner, leaving some open area for the eyes (after baking).
I will usually roll one strip in a diagonal spiral one way, then a second spiral criss-crossing the first.
Squeeze all over, to join layers of dough to each other.
Arranged wrapped wieners on prepared baking pan.
In a small bowl or cup, whisk the egg with 1 tablespoon water until smooth.
Use a pastry brush to brush this egg wash all over each wrapped wiener.
Bake for 20-22 minutes. For a more browned finish, do a second brushing of egg wash, bake for an additional 2 minutes.
I like to spoon a Tablespoon or so of mustard into a piping bag, and pipe two little spots to glue the confectionary eyeballs down.
You can skip the eyeballs entirely, if you like - mustard and/or olive slices work, too!
Serve hot, with mustard and/or ketchup as dip.