Slice the hot dogs in half length-wise and cut them into small pieces. Mix them in a bowl with the ketchup and mustard.
Place the flour into a large bowl. After mixing the yeast with the water, add it to the flour, followed by salt, sugar, oil, and the egg. Knead the mix until you have a ball of dough, then leave it for an hour to rise.
Now knead it a few more times and separate it into six equal portions. Make these into balls before rolling them out flat and fitting them into the molds of a muffin tin.
Distribute the hot dog mix into the muffins and top them with the grated cheese. Now pop them into the oven for 15 minutes at 340° F.
Before you serve them to your lucky family or guests, just place a few pieces of onion and pickle on each one.