Preheat grill to low.

Slice each hot dog lengthwise down the middle almost, but not all the way through. Fill the pocket with cheese. (I used Kerrygold Blarney Castle Gouda.)

Wrap the hot dog with two slices of thin-sliced, pre-cooked bacon. Secure bacon with toothpicks. (I used thawed Costco Hormel frozen fully cooked bacon.) Baste with your favorite BBQ sauce. (I used KC Masterpiece.)

Grill on all four sides starting with the cheese facing down. (The bacon holds the cheese in place.) Grill until bacon is crisp, the hot dog is sweating and the cheese is melty.