Kelly Davies, 23, a resident of Las Vegas, was visiting her in-laws in Los Angeles, and while there went to a nearby supermarket to pick up some groceries. Several people noticed her sitting in her car with the windows rolled up and with her eyes closed, with both hands behind the back of her head. One customer who had been at the store for a while became concerned and walked over to the car.
He noticed that Kelly's eyes were now open, and she looked very strange. He asked her if she was okay, and Kelly replied that she'd been shot in the back of the head, and had been holding her brains in for over an hour.

The man called the paramedics who broke into the car because the doors were locked and Kelly refused to remove her hands from her head. When they finally got in, they found that Kelly had a wad of bread dough on the back of her head.

A Pillsbury biscuit canister had exploded from the heat, making a loud noise that sounded like a gunshot, and the wad of dough hit her in the back of her head. When she reached back to find out what it was, she felt the dough and thought it was her brains. She had initially passed out, but quickly recovered and tried to hold her brains in for over an hour until someone noticed and came to her aid.

And, yes, Kelly is a blonde.