Slit hot dogs to within 1/2 inch of ends; insert 3 strips cheese into each slit.
Separate dough into 8 triangles; spread each with dressing. Spoon sauerkraut onto short end of each triangle; top with hot dog. Wrap dough around each hot dog. Place on ungreased cookie sheet, cheese side up.
Bake at 375°F 12 to 15 minutes. Serve with additional dressing, if desired.