Step #1 Preheat oven to 375°F Grease two baking sheets.
Step #2 Unroll dough; separate along perforated lines into 24 triangles.
Step #3 (Spray hands with nonstick cooking spray as necessary to prevent dough from sticking to them.
Step #4 ).
Step #5 Cut one piece of dough with serrated knife into three smaller triangles by cutting through widest corner.
Step #6 Repeat with nine extra pieces of dough.
Step #7 Slice remaining 14 pieces of dough in half.
Step #8 For Grubs: place 1 cocktail frank on longest side of a larger triangle; fold sides over ends of franks; roll up to opposite point, pinching dough as necessary to completely cover frank.
Step #9 Place point side down on prepared baking sheet.
Step #10 Bake for 11 to 15 mins or until deep golden brown.
Step #11 Immediately remove this from baking sheet to wire rack; cool completely.
Step #12 For Bugs: place 1 cocktail frank on shortest side of a smaller triangle; roll to opposite point.
Step #13 With point facing down, poke 3 pretzel pieces into dough along each side to make legs.
Step #14 Place seam side down on prepared baking sheet.
Step #15 Repeat with remaining smaller triangles.
Step #16 Bake for 11 to 15 mins or until deep golden brown.
Step #17 Immediately remove this from baking sheet to wire rack; cool completely.