Preheat waffle maker.
Dust flour over a work service. Roll the dough out into a large round. Cut it into 8 pieces. Stretch each piece with your hands to form a round of dough the same length as a hot dog.
In the middle of each dough round, squirt a line of ketchup and a line of mustard. Sprinkle a little cheese, some red onion and spread on some relish. Place hot dogs on top of the toppings and wrap the dough around. Roll wrapped dogs on the counter a bit to seal them up.
Place the pigs in blankets on the waffle iron two at a time, and cook for 6-8 minutes or until golden brown.