On a cutting board, roll one slice of bacon around each hot dog. Place the tip of the hot dog over one end of the bacon slice, then roll the sausage around and around on the diagonal so that the bacon wraps around it and covers it entirely. If you get to the end of the hot dog and there is still some bacon left, roll back in the other direction until the whole strip of bacon is rolled around the hot dog.
Heat a large skillet over medium heat. Add the bacon-wrapped hot dogs and cook, turning every 2 to 3 minutes, until crisped and browned on all sides. Remove from the heat.
To make the salsa especial, heat the oil in a medium skillet over medi-um heat. Add the onion and cook, stirring occasionally, until it is tender and the edges are beginning to brown, 5 to 6 minutes. Stir in the tomato and cook for another minute or so, until the tomato has softened a bit. Stir in the jalapeños, ketchup, and mustard and cook just until heated through, about 1 minute. Remove from the heat.
Preheat the oven or a toaster oven to 350°F.
Open the buns but try not to separate the tops from the bottoms. Top the bottom or both halves (to taste) with cheese (break up the cheese if desired) and place on a baking sheet. Bake for 2 to 3 minutes, until the cheese has melted and the buns are lightly toasted.
Place a bacon-wrapped hot dog on the bottom half of each bun and top with a generous amount of salsa especial. Cover with the top halves and serve right away.