Pre-heat oven to 400 F. While the oven is warming, cook the bacon in a large skillet over medium heat until beginning to brown lightly, 2 to 3 minutes per side (Bacon will be limp). Transfer to a paper-towel-lined plate. Let cool while preparing the hot dogs.

Cut a lengthwise slit in each hot dog ¾ of the way through so you can open it like a book.

Stack the cheese and cut lengthwise into 4 strips. Stuff 3 strips of cheese into the slit in each hot dog.

Secure the end of a piece of bacon at the end of a hot dog with a wooden toothpick, then spiral-wrap the slice of bacon around the stuffed hot dog, using another wooden toothpick to secure the bacon at the other end. There should be gaps between the bacon coils so you can see the cheese peeking through.

Place on a rimmed baking sheet cheese side facing up. Bake until bacon is crisp and hot dogs are heated through, 8 to 10 minutes. Remove the picks and serve immediately in the hot dog buns. Drizzle with mustard of your choice.