Try this savory and toasty new way to make your hot dog. In this video, learn how to make baked hot dog sandwiches with cheddar cheese. Start by chopping up the hot dogs into small pieces. Then, toss the pieces with whatever sauce or topping you prefer before putting them onto the buns and into the oven. The final result is baked, toasty, and cheesy sandwiches that will give stadium hot dogs a run for their money.