Heat oven to 350°F. Lightly grease cookie sheet with shortening or cooking spray. Separate dough into 8 biscuits. Press or roll each to form 6 1/2-inch oval shape.
Place 1 cheese half on each biscuit. Insert stick into each hot dog. Place 1 hot dog on center of each biscuit. Roll dough around hot dog; seal ends and edges well. Place seam side down on cookie sheet.
Bake 15 to 17 minutes or until golden brown. Serve with remaining ingredients as desired.