Heat oven to 375 degrees F. Cook all 8 hot dogs in the microwave for 1 minute.
Cut a slit through the middle of each hot dog. Be careful NOT to cut all the way through. Leave 1/2 inch on ends. Insert a strip of cheese in each hot dog slit.
Separate dough into triangles. Wrap the dough around each hot dog. Place on ungreased cookie sheet with the cheese side up.