Peel and finely chop the yellow onion (about 1 cup when chopped). Seed and dice tomatoes to yield about 1 cup. Slice pickled jalapeños if not pre-sliced. Grate enough cheddar to make 1 cup.

Wrap dogs in bacon

Wrap two thin bacon slices around each hot dog, overlapping slightly to cover the length. Secure with a toothpick through each end if desired. (This creates the signature bacon-wrapped Sonoran dog.)

Bun & Spread

Make spreads

Combine mayonnaise and yellow mustard in a small bowl and whisk until smooth. Spread softened butter on the cut sides of the buns to help them toast evenly.

Toast buns

Preheat a large skillet or griddle over medium heat (or preheat a grill to medium). Add a thin film of vegetable oil to the surface. Place buttered buns cut-side down and toast until golden and crisp, about 1–2 minutes. Remove and keep warm.

Grill & Finish

Cook bacon-wrapped hot dogs

Heat a cast-iron skillet, griddle, or gas grill to medium (about 375°F / 190°C). Lightly oil the cooking surface. Place bacon-wrapped hot dogs seam-side down. Cook, turning every 2–3 minutes, until bacon is crisp and hot dogs are cooked through, about 8–10 minutes total. If using a grill, rotate every few minutes to render bacon evenly without flare-ups.

Assemble the Los Chipilones

Open each toasted bun and spread about 1 tablespoon of the mayo-mustard mixture on the bottom and top of the bun. Place a hot bacon-wrapped dog into each bun. Add a tablespoon or two of chopped onion, 1/4 cup diced tomato, a sprinkle (about 1/4 cup) of shredded cheddar, and a spoonful of sliced pickled jalapeños to each dog. Season lightly with kosher salt and freshly ground black pepper to taste.

Serve

Serve immediately while hot with lime wedges on the side. Offer extra mustard, mayo, and jalapeños for guests to add more if desired.