Prepare the grill for indirect cooking over medium heat (180°C to 230°C).
In a medium bowl gently combine the salsa ingredients. Set aside at room temperature until ready to serve.
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Brush the cooking grates clean. Cut a few shallow slashes in each hot dog. Grill the hot dogs over direct heat, with the lid closed, 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 the salsa, sour cream and onion. Serve immediately.