Start by taking 8 hot dogs (one package) and cutting a lengthwise slit in each one, not quite all the way through. Take a slice of cheese (whatever variety you like) and stick it in the slot. Then grab a hunk of roll/bread dough (you could use homemade dough, but we used the frozen variety this time - thaw 12 rolls and use 1 1/2 to cover each hot dog) and form it around the hot dog, sticking all the cheese inside. (The one you see above with cheese oozing out is proof that you only need one slice of cheese, not 1 1/2.) Place them in your dutch oven and bake at 350° for 15-20 minutes. Serve with ketchup and mustard.
Note: Because they still weren't golden brown after 20 minutes, we upped the oven to 400° for another five minutes. That did the job.