You may be surprised, even a little insulted, to find a technique for grilling hot dogs here. After all, what could be easier than popping a tube steak on the grill? Even if you are a total neophyte and you have never grilled anything else, you have probably grilled a hot dog. Well, that is what I thought until I went to Brazil. Grill jockeys in Rio de Janeiro elevate grilling the humble hot dog to the level of art. Their secret is simple: they cut a series of small notches in the wiener and fill them with an aromatic mince of onions, peppers, and garlic. That set me thinking about other stuffings and soon I was making my dogs hot and cheesy with the addition of jalapenos and Monterey Jack.