True Story right from the Associated Press:

Linda Burnett, 23, was visiting her in-laws. While there, she
went to a nearby supermarket to pick up some groceries.

Several people noticed her sitting in her car with the windows
rolled up, her eyes closed, and 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 Linda's
eyes were now open, and she looked very strange. He asked
her if she was okay, and Linda 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 Linda refused to remove
her hands from her head.

When they finally got in, they found that Linda 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, Linda is a blonde