Wrap each hot dog with a rasher of bacon, using a toothpick to secure it at each end.
Cook on a BBQ at a moderate heat until the hot dog is hot all the way through and bacon browning; about 20 minutes. Cooking it on a too hot BBQ will cause the bacon to over cook and become crisp and fall off while the hot dog remains cold on the inside.
Brush each bacon covered hot dog with the sauce (water down if too thick) then leave on for an additional 5 minutes to set.
Serve traditionally in a roll, eat alone or let your imagination go crazy, maybe a salad?