1Heat coals or gas grill. Cut crosswise diagonal slashes 1/2 inch apart and 1/4 inch deep in each hot dog. Heat pizza sauce until hot; keep warm.
2Grill hot dogs uncovered 4 to 6 inches from medium heat 10 to 15 minutes, turning frequently, until hot and slashes begin to open.
3Serve hot dogs on buns. Top with pizza sauce, cheese and onions.