What you need:
2 teaspoons ketchup
2 teaspoons dijon mustard
8 large hot dogs
1 ounce block cheddar cheese, cut into long strips (use this instead of shredded for less of a mess when cooking)
1 half onion (red or white) finely chopped
1 cup refrigerated sauerkraut, drained, roughly chopped
8 slices bacon
8 hot dog buns
Mix together ketchup and mustard in a small bowl. In a separate bowl, mix the sauerkraut with the chopped onion, set aside. Slice open the hot dogs, down the center, lengthwise, forming a deep pocket in each, but do not cut all the way through. Coat the inside of each hot dog with the mustard and ketchup mixture.
Place a strip of cheese deep within the pocket of each hot dog. Top with sauerkraut and onions. To ensure that the cheese does not melt out of the hot dog while grilling, make sure there is sauerkraut at the ends with no cheese sticking out.
Wrap a strip of bacon around each stuffed hot dog, securing with toothpicks at each end. Make sure you wrap tight enough so that the ingredients stay in, but not so tight so that the bacon will tear when hot dog expands while cooking.
Place stuffed hot dogs on the grill, stuffed side down. Grill for 2 minutes, until the bacon on that side is cooked, turn the hot dogs a quarter turn and grill for 2 more minutes. Continue to grill for a few minutes on all sides until the bacon is cooked. Cover the grill in between turnings to cook thoroughly.
Remove toothpicks from hot dogs, place them in buns and serve.