Buy the smallest buns and biggest hot dogs you can find. Butter the buns on both sides and toast them. (if you can find them, buy the ones with poppy seeds in them).
"Butterfly" the hot dogs before charcoal grilling them. Afterward, brush the insides with a cheese spred.
Place "toppings" that tend to fall off (such as diced onion, sauerkraut, relish, chili, etc) on the bun before the hot dog, and things like ketchup or mustard on top.