1. Preheat grill to 350° to 400° (medium-high) heat.
2. Combine first 3 ingredients and 1 Tbsp. chili sauce in a small bowl. Brush hot dogs with remaining 1 Tbsp. chili sauce.
3. Grill hot dogs, covered with grill lid, 4 to 6 minutes or until thoroughly heated. Place hot dogs in buns, and top with mayonnaise mixture. Sprinkle with chopped pickles and shredded cabbage.
Note: We tested with Wickles Pickles and Huy Fong Sriracha Hot Chili Sauce.