In a small bowl, combine the first four ingredients. Place a slice of cheese on the bottom half of each bun. Slice hot dogs in half lengthwise; place two halves on each bun. Spoon 1 tablespoon of sauce over each hot dog. Replace top of bun and wrap each sandwich in foil. Grill, uncovered, over medium heat, turning often, for 10-15 minutes; or place on a baking sheet and bake at 350° for 10 minutes.
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