One of my absolute favorite ways to eat a hot dog is in freshly baked bread. Just take your favorite bread recipe, make the dough, and for the second rise, wrap some dough completely around the hot dog, let rise, then bake it. This is how I make Pigs-In-A-Blanket. Of course, you can use this technique to encase all kinds of food in bread. I've done the same thing with kielbassa, link breakfast sausage, even a mixture of gorund beef, carrot, potato, and onion. Serve with kethcup and mustard. Yum.
Oh, and if you go back into the mid-70's, there was this gizmo that was sold to quickly heat hot dogs. In consisted of a plastic box, with two rows of four prongs, one row on each side. These were angles slightly upward toward the center, and spaced so that a normal sized hot dog owuld be skewered an inch deep on either end by the prongs. The unit was then plugged in and the hot dog became part of the conduction path for the electical current that ran between the prongs. This current heated the hot dogs in short order, if I remember correctly, about 20 seconds. Of course there was a lid that had to be closed before the device would operate, to keep you from electrocuting yourself.
Think of it, a bun-warming prong thingy, and a hot dog cooking prong thingy. You could start a franchise.
Seeeeeeeeya; Goodweed of the North