To roast the hot dogs, you can either skewer them and roast them over an open flame or roast it in the oven at 350F until lightly blistered and crispy. Skewer the oven roasted hot dogs after it has been roasted or the sticks will burn in the oven.

While the hot dogs are still hot, wrap the cheese around the hot dogs, pressing the seams together to seal the edges.

Immediately roll and press the cheese wrapped hot dogs in the crushed saltine crackers. Serve immediately or reheat before serving.