Preheat Air Fryer to 370° or Oven to 375°.
Slice each hot dog vertically, making the cut to at least half the hot dog deep and slightly pull apart. Stuff about 1 tbsp of cheese into each hot dogs cut.
For each hot dog, I use one crescent triangle. Cut the triangles into multiple strips. These don't have to be uniform, but I tend to make 5 bandages per triangle.
Wrap your crescent bandages around each hot dog. They don't have to be exactly placed against each other and some can even overlap. Just make sure to leave a little opening for placing eyes.
Cook in air fryer for about 6 minutes or until golden brown. If using oven bake for about 15 minutes or until golden brown.
If making eyes, dip a toothpick in mustard and gently place two dots of mustard.