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Step 1
For the spicy fajita-style vegetables: Heat a cast-iron plate or griddle over medium-high heat. Add the oil, bell peppers, chiles and a pinch of salt and cook until charred, 5 to 6 minutes. Remove from the heat and transfer to a mixing bowl. Add the pickled jalapeños, oregano, lime juice and red onions. Mix, then season with salt and pepper.
Step 2
For the hot dogs: Wrap each hot dog with bacon and secure it in place with toothpicks. Cook on the griddle to render the bacon crispy on all sides, 6 to 8 minutes.
Step 3
To serve, toast the buns for 1 to 2 minutes per side. Remove the toothpicks from the hot dogs and nestle the dogs in the buns. Top with the fajita vegetables and serve with ketchup, mustard, mayo, green chile sauce and fried serrano chiles.
Step 4
Bring oil to 365 degrees F in a deep-fryer.
Step 5
Fry the whole chiles until blistering, 2 to 4 minutes.