Roll out dough into a tall, rounded pyramid shape and cut slits all around the outside edge. Layer the cheese, sauce and toppings in the middle.
At the wide end of the pyramid, lift up the large triangle and tuck the edges behind, before rounding them to form the head. Weave the cut strips over the toppings, one at a time, covering the ends with the last strip. This will hold them in place. Fold the two slits on the narrow bottom into the middle and roll the whole piece up, tucking it under the last woven strip. Press it down firmly to keep it from coming unrolled. Clip it in half and pull it slightly apart to form the feet.
Brush the mummy with egg and let it rise for 15-30 minutes. Bake at 350° F for 25-30 minutes or until golden brown.