In a large bowl, dissolve yeast in warm water. Add whole wheat flour, brown sugar, salt and vanilla; beat until smooth. Add enough all-purpose flour to form a soft dough. Turn onto a floured surface; knead for 6-8 minutes or until smooth and elastic. Cover and let rest 10 minutes. Roll into a 20x14-in. rectangle; cut into eight 7x5-in. pieces. On each piece of dough, place a slice of cheese, 1 teaspoon ketchup and a hot dog. Fold edges of dough over and press tightly to seal. Place on a greased baking sheet. Bake at 350° for 30 minutes or until golden brown.