Heat oven to 350°F. Lightly spray large cookie sheet with cooking spray.
Cut loaf of dough crosswise into 4 pieces to make buns. Place dough pieces seam sides down and 3 inches apart on cookie sheet. With hands, stretch each dough piece until 4 inches long. With sharp knife, cut 2 diagonal slashes, 1/2 inch deep, on top of each.
Bake 21 to 24 minutes or until golden brown. Cool 2 minutes.
Meanwhile, in 1-quart saucepan, heat chili over medium heat about 5 minutes, stirring occasionally, until hot. Heat hot dogs as directed on package.
With serrated knife, cut buns in half horizontally, cutting to but not completely through one long side. Place 1 hot dog and about 1/3 cup chili in each bun.