Preheat the oven to 400°F with a rack in the middle position. Line a large rimmed baking sheet with parchment paper.
Grab a spoon for the marinara sauce, shred the mozzarella, and prep your toppings (see note). Cut two perfect slices out of each pitted black olive to make eyes (you should have four sets.) Arrange all of this on a clear work surface where you plan to assemble the pizza braids.
Divide each dough ball into two equal pieces and ball them up. Place one of the balls on a large, floured cutting board. Keep the remaining three under an upside-down bowl so they don't dry out while you form the first mummy pizza braid.
Roll or stretch the dough into a 7-by-11-inch oval. Then, use a sharp paring knife to cut 2-inch-long, ¼- to ½-inch-thick diagonal strips into the long edges of the oval, leaving a 3-inch-wide column down the center for the fillings. (See photo.) Place the prepared dough on the parchment-lined baking sheet.
Spread 2 to 3 tablespoons of pizza sauce down the middle of the dough, sprinkle with ¼ to ⅓ cup of the shredded mozzarella, and add sliced pepperoni and other toppings.
Pull the triangle of dough up and over the toppings at the bottom of the oval. Next, working from the bottom upward, braid the strips of dough over the toppings to make a mummy wrapping, leaving a gap near the top for the eyes to peek through. Place two olive slices in the gap and press little pieces of mozzarella into the holes, if desired. (See image here and video below.)
Repeat the rolling/stretching, topping, and wrapping steps with the remaining three balls of dough.
Brush the tops of the mummy pizza braids with a little olive oil and bake for 25 to 28 minutes, rotating the pan around the halfway mark, until the tops and bottoms are evenly browned.
Serve hot with marinara/pizza sauce for dipping.