Heat oven to 350°F. Spray large cookie sheet with cooking spray, or grease with shortening. Remove dough from cans; place seam side down and 3 inches apart on cookie sheet. Bake 26 to 30 minutes or until deep golden brown. Cool slightly, about 25 minutes.
Meanwhile, heat gas or charcoal grill. Place hot dogs on grill over medium heat. Cook uncovered 10 to 15 minutes, turning frequently, until hot.
Place chili beans in medium microwavable bowl; cover loosely. Microwave on High 45 to 60 seconds, stirring every 30 seconds, until hot.
Cut each loaf in half horizontally, cutting not quite all the way through. Cut each loaf in half crosswise, to make total of 4 smaller loaves. Place 1 hot dog in each loaf. Top with chili beans, bacon, tomatoes and cheese.