What you need:
-Pie dough or a can of pastry dough
-Mustard or ketchup for dipping
I bought the pastry dough and it comes in triangles, so you mush the two together and then I rolled them out because I thought they were plenty thick.
Use a pizza cutter to cut strips of the dough, and roll the hot dogs up like so. (Sorry, didn't get a picture of me doing it)
Bake it for about 8-10 minutes (depending on your hotdog) at around 350.