Step 1

Preheat the oven to 500 degrees F (260 degrees C). Line a baking sheet with foil and spray foil with cooking spray.

Step 2

Stir 1 tablespoon mayonnaise, mustard, pepper, and cayenne together in a small bowl.

Step 3

Slice chicken breast in half lengthwise, then slice each piece in half again. Align the thicker end of one piece of chicken with the thinner end of another, forming a consistent thickness that would fit into a hot dog bun. Repeat with remaining two pieces.

Step 4

Transfer chicken to a plate and season chicken with kosher salt. Spread mayonnaise mixture over top and toss to coat.

Step 5

Re-align chicken pieces and wrap each chicken "dog" with 2 slices bacon, making sure you don't wrap too tightly and that you tuck the ends of the bacon underneath the chicken. Place on the prepared baking sheet.

Step 6

Bake in the center of the preheated oven until the bacon is browned and the chicken is no longer pink in the center and the juices run clear, about 20 minutes. An instant-read thermometer inserted into the center should read at least 165 degrees F (74 degrees C).

Step 7

Generously spread hot dog rolls with mayonnaise and add jalapeno slices. Place chicken dogs on rolls and top with barbecue sauce.