01 - In a small bowl, combine the hot sauce, honey, soy sauce, smoked paprika, cayenne pepper, and garlic powder. Whisk until smooth and well blended.
02 - Using a sharp knife, make shallow diagonal cuts about 1/4 inch deep along the length of each hot dog. This helps the marinade penetrate and promotes even cooking.
03 - Brush each scored hot dog generously with the marinade on all sides. Allow them to rest for 10 minutes at room temperature while you prepare the toppings.
04 - Preheat a grill or grill pan over medium heat. Place the marinated hot dogs on the grill and cook for 7 to 8 minutes, turning every couple of minutes, until nicely caramelized and heated through to an internal temperature of 165°F.
05 - While the hot dogs grill, split the buns open and toast them cut-side down on the grill or in a skillet until golden brown, about 1 to 2 minutes.
06 - Place each grilled hot dog into a toasted bun. Layer with shredded cheddar cheese, pickled jalapeños, chopped red onion, julienned carrot, and julienned cucumber.
07 - Drizzle with mayonnaise if desired and sprinkle with fresh cilantro. Serve immediately while hot.