Add the canned chili to a medium saucepan over medium-low heat. Cook until the chili is heated through. Keep warm.
Lightly grease the grill grates of an outdoor grill (you can also use an indoor grill pan). Heat the grill to medium-high heat. Place hot dogs onto the grill and grill until they are slightly charred on the outside. Place hot dog buns onto the grill cut side down and grill until lightly toasted.
Place hot dogs onto the buns. Top with chili, shredded cheese, pickled jalapeno slices, and crushed Frito chips.