Cut jalapenos in half lengthwise and remove the seeds and membranes. Wear gloves to protect your hands from the heat
In a small bowl, combine cream cheese and shredded cheddar cheese
Fill each jalapeno half with cream cheese
Roll out the puff pastry on a floured surface and cut it into thin strips. Take a strip of puff pastry and wrap it around each jalapeno half, creating a mummy-like appearance. Leave a small gap near the top for the mummy's face
In a small bowl, beat egg with a splash of water, creating an egg wash. Brush the puff pastry with the egg wash for a golden finish
Bake the mummy-wrapped jalapenos in the oven until the puff pastry is golden brown and crispy
Allow the mummies to cool slightly before adding candy eyes and serving