Preheat the oven to 190°C.
Cut the frankfurters in half lengthwise, then cut them in half again to make 4 long slices.
Unroll the pastry and cut about 4cm wide, 6cm long strips. Wrap the sausage slices in the middle with the pastry and put them on a baking tray, lined with parchment paper.
Cut the olives in half.
Brush the pastry part with the egg, then glue the olives on top to create the eyes.
Bake in the oven for 8-10 minutes, or until golden.
Serve warm or at room temperature with a dip of your choice.