Slice the hot dog from end to end almost all the way through. Cut the cheese into stips and lay down the middle of the hot dogs. Wrap the dogs with bacon in a spiral manner and stick with toothpicks to keep in position. Grill if you are from Europe - Broil if you are from North America - cheese side up till the bacon is crisp and the cheese is melted (usually about 10 minutes).
Slice the bread rolls and lay one Bacon Wrapped Cheese Dog into each. Spread generously with ketchup, mayonnaise, relish or mustard to suit your individual taste. Serve immediately.