Heat oven to 375°F. Lightly grease cookie sheet.
If using crescent rolls: Unroll dough; separate dough into 4 rectangles. Firmly press perforations to seal. If using dough sheet: Unroll dough; cut into 4 rectangles.
Place cheese slices on rectangles; place hot dog in center of each. Fold short sides of dough over hot dogs; roll up each. Press edges to seal. Brush rolls with milk; roll in crushed chips. Place rolls, seam side down, on cookie sheet.
Bake 15 to 22 minutes or until deep golden brown. If desired, serve with ketchup, salsa or sour cream.