Grill or fry some hot dogs. Place them in buns. Top the dogs with cheddar cheese and sliced pickled jalapenos. Individually wrap the dogs in foil. Pop them in a 350 oven for 8-10 minutes. The cheese melts, the bun doesn't burn, and it gets all gooey and good. If you want, just serve them in the foil.
ADDED:
If you fry them, finish in oven. If you grill them outside, you can finish on grill, over indirect heat, or on an upper rack.
ADDED:
If you fry them, finish in oven. If you grill them outside, you can finish on grill, over indirect heat, or on an upper rack.