PAT dough into 12x6-inch oval on baking sheet sprayed with cooking spray. Indent dough, about 3 inches from one end of oval, for the mummy's head. Let rise in warm place 20 min. or until doubled in volume.
HEAT oven to 375ºF. Brush dough with egg. Bake 18 to 20 min. or until bread is golden brown and sounds hollow when tapped lightly. Pull apart string cheese to make about 16 strips; arrange on bread for the mummy's wrappings. Bake 1 to 2 min. or just until cheese is melted; cool slightly. Press olive slices into bread for the mummy's eyes; cool completely.
MEANWHILE, mix sour cream and dressing in medium bowl until well blended. Stir in next 5 ingredients. Refrigerate 30 min. or until ready to serve.
USE sharp knife to remove bread from top of mummy's body; scoop out bread from center, leaving thin shell on bottom and side. (Reserve bread top. Discard removed bread or reserve for another use.) Fill bread with spinach dip just before serving; cover with top of bread. Serve with WHEAT THINS. (Nutrition information is for dip and WHEAT THINS only.)