Prepare the grill for direct and indirect cooking over medium heat (350° to 450°F).
In a medium bowl gently combine the salsa ingredients. Set aside at room temperature until ready to serve.
Brush the cooking grates clean. Cut a few shallow slashes in each hot dog. Grill the hot dogs over direct medium heat, with the lid closed as much as possible, until lightly marked on the outside and hot all the way through, 5 to 7 minutes, turning occasionally.
Place the hot dogs in the buns, being careful to keep the two halves of each bun in one piece. Top each hot dog with about 3 tablespoons of cheese and grill, with the hot dogs and cheese facing up, over indirect medium heat, with the lid closed, until the cheese is melted, 1 to 2 minutes. Remove from the grill and top each with an equal amount of the salsa, sour cream, and onion. Serve immediately.