Make sure that your grill is clean before you begin to BBQ. Pre-heat the BBQ on high for about ten minutes - you’re aiming for the grill to reach about 425° before you put the dogs on the grill. Once the BBQ has reached the proper temperature, add the dogs and close the lid. Let them grill on one side for about 5 minutes. Flip them and grill for about another five minutes.
Once the dogs are grilled and the buns are toasted, slather the inside of the bun with pizza sauce and nestle a grilled hot dog on the sauce. Top this with some cheese and pepperoni and place back in the BBQ on the side of the grill that has been turned off. It shouldn’t take more than a few minutes to melt that cheese.