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Step 1
Make a woof ‘em stick by rolling up some foil to fill in the gap between the two pricks of a hot dog stick. Then wrap more foil around the pricks and center foil until it's about 1 & ½ to 2-inches thick. (See tutorial images within post as a reference.)
Step 2
LIGHTLY spray the end of a woof 'em stick with cooking spray. (Too much cooking spray will make the dough slide off, and not enough will make it stick.) Flatten a Rhodes roll with your hands and cup it around the end of the woof 'em stick as evenly as you can for proper cooking.
Step 3
Roast the dough slowly over coals or a gas grill for about 15 minutes or until golden brown. Don't brown the dough too quickly or the inside will still be raw.
Step 4
Gently slide the dough off of the stick. Fill it with your favorite flavor of pudding, top it with whipped cream, and enjoy!