Wrap the bacon strips around the hot dogs. Heat an outdoor grill to medium heat. Add hot dogs and grill for 10 minutes on each side or until the bacon is crispy. Remove from the grill. Turn the heat to low and add the buns and toast until lightly browned.
Open the buns and spread a layer of bbq sauce on the inside of the bun, add a grilled hot dog, cheese sauce, jalapeno peppers, lettuce, and tomato.