Preheat oven to 375°F (190°C). Line 2 large baking sheets with parchment paper.
Cut one ball of dough in half. Make the spider body with one half by shaping it into a large 5” ball. Cut the other half in half again. Use it to make a 2 1/2” ball for the head. Cut the remaining dough into 8 pieces. Roll each piece into 6” legs.
On the first baking sheet, arrange the pieces to form a spider, gently pressing each piece together. Brush the entire body with the beaten egg.
Sprinkle some of the Parmesan cheese onto the legs. Place the olive slices on the head for eyes and pinchers.
Bake 25-30 minutes, until golden brown. You may need to cover the legs with foil if they brown too quickly.
With the other ball of dough, make 8 more breadstick legs. Shape them to resemble legs. Place them on the second baking sheet. Brush with egg and sprinkle with the remaining Parmesan cheese. Bake for 15-20 minutes, until golden brown.
Hollow out the body of the spider and fill it with warm marinara sauce. Serve with the leg sticks on the side.