Bacon Wrapped Hot Dogs.... Preheat oven to 450º. Slice each hot dog lengthwise down the middle but not all the way through. Fill the pocket with a little shredded cheese. Wrap the hot dog with two slices of thin-sliced, pre-cooked bacon. Secure bacon with toothpicks if necessary. Bake approximately 10 minutes until cheese is melted and bacon and hot dog are hot.