Mini Hot Dogs in Cheddar Buns

1 1/4 cups water
1 1/2 sticks (3/4 cup) unsalted butter, cut into 1/2-inch cubes
1/2 teaspoon salt
1 1/2 cups all-purpose flour
5 large eggs1/4 lb extra-sharp Cheddar, coarsely grated (2 cups)
1 (12-oz) package cocktail hot dogs
Special equipment: a large sealable plastic bag (not pleated)
Accompaniments: yellow mustard and/or ketchup



Bring water, butter, and salt to a boil in a 4-quart heavy saucepan over moderate heat. Reduce heat to low and add flour all at once, then cook, beating with a wooden spoon, until mixture pulls away from side of pan, about 2 minutes.
Transfer mixture to a bowl, then cool slightly. Add eggs 1 at a time, beating well with an electric mixer at medium-high speed (or beating vigorously with wooden spoon) after each addition (batter will be stiff). Add cheese and beat until combined.
Put oven racks in upper and lower thirds of oven and preheat oven to 375°F. Lightly butter 2 large baking sheets.
Snip off 1 corner of plastic bag to create a 1-inch opening and transfer cheese mixture to bag, pressing out excess air. Twist bag firmly just above filling, then pipe 18 to 20 (2 1/2- by 1- by 3/4-inch) lengths, about 2 inches apart, onto each baking sheet.
Bake, switching position of sheets halfway through baking, until buns are puffed and pale golden, about 30 minutes total.
Make 1 1/2-inch lengthwise slits in tops of buns with a sharp paring knife and let dry in turned-off oven 10 minutes.
While buns dry, heat a dry well-seasoned grill pan or heavy skillet over high heat until it smokes. Reduce heat to moderate and cook hot dogs, turning, until heated through and golden brown, about 5 minutes.
Remove buns from oven and nestle a hot dogs in each opening.
Cooks' note: Buns can be made (and dried) 1 day ahead and cooled completely, then kept in an airtight container at room temperature. Reheat in a preheated 375°F oven.