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For the Sriracha Mayo, whisk up yolks, lemon juice, Dijon, garlic, salt and vinegar, and stream oil in a thin stream and emulsify the mayo. Whisk in hot sauce to taste. (This makes 1 1/4 cups and keeps up to a month in the fridge).
Prepare the pickled daikon and carrots at least 1 hour ahead (They can be stored for up to 1 month.): For the pickled daikon and carrots, combine the hot water, sugar, sea salt, and vinegar in a mixing bowl. Pour over the daikon and carrots. Reserve.
For the pickled onions, combine the vinegar, seasonings and lime juice in a saucepot over medium-high heat. Once at a boil, pour over the onion in a bowl. Reserve.
Parboil hot dogs then crisp skins on a hot griddle. Brush lightly toasted bread with soy sauce then dress with sriracha mayo. Add dog and top with cucumber, pickled daikon and carrot, pickled onion, cilantro and hot peppers.