This is adapted from a Pillsbury recipe (hence the crescent dough), and after making them, I've thought of all kinds of variations that can be made - like andouille sausages and fancy cheeses, and using panko for breading. But, for the basic version, you'll need (serves 4):
4 all beef hot dogs
1 can crescent dough (seamless is easiest to work with)
4 slices American Cheese
1/4 C milk
1 small bag or 1 cup crushed Doritos
Roll the dough out and cut into 4 rectangles. If you bought the perforated stuff, make sure you press into the perfs, so that they seal back up. Place a slice of cheese on each rectangle, then your hot dog. Roll them up like you're rolling a burrito or egg roll, tucking the sides in so there's no leakage.
Once they're snug, brush them with milk, then roll them in the crushed Doritos. Bake for about 20 minutes at 375, until golden brown.