Preheat oven to 400F degrees. Spray baking sheet or casserole dish.
Line up hot dog buns and spread open a bit. Sprinkle in about 1 tbsp. cheese in the bottoms.
Place a hot dog in each bun on the cheese.
Spoon about 2 tbsp. coney sauce on top of each hot dog then sprinkle on more cheese.
Bake in the oven for 12-15 minutes, until cheese is nicely browned and bubbly. Use a spatula to help the hot dogs off the pan, if necessary.