Place the sausages into a pot and cover with water (just over the sausages). Place onto the stove top and turn the heat to high. Cook until the water evaporates. Remove from the stove top and reserve.
In the meantime, roll out the puff pastry dough and cut into squares about the length of the sausage. Cut 2.5 centimeters off the top of the square and reserve. (this will act as the top of the mummy hat). Brush the center of the larger piece of dough with mustard, then place the red peppers on top and then place the sausage leaving about 2.5 centimeter of the sausage sticking out of the dough. Wrap and roll the dough around the sausage sealing the sausage properly. To make the mummy hat slice the remaining piece of dough in thin strips. Wrap the top of the sausage overlapping the pieces to make it look like a bandage over the head.
Place the mummies onto a baking sheet and bake for 15-17 minutes until the pastry dough is cooked and golden in colour.