1. Preheat oven to 425°.
2. Let dough stand, covered, for 20 minutes. On a lightly floured surface, roll the dough into a 12 x 4inch rectangle. Cut rectangle into 4 (4 x 3inch) rectangles; cut each rectangle in half diagonally to form 8 triangles. Divide cheese evenly among triangles; place in the center of wide ends. Place 1/2 hot dog at the wide end of each triangle; roll up, pinching ends to seal. Arrange rolls on a baking sheet coated with cooking spray. Bake at 425° for 12 minutes. Combine ketchup and remaining ingredients. Serve with rolls.