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Heat a grill to medium-high heat.
For the sauce, combine mayo, relish, ketchup, sugar, vinegar and onion powder in a small bowl. Season with ½ teaspoon salt and ¼ teaspoon black pepper; set aside.
Grill hot dogs until crisp.
To assemble dogs, lay two slices of cheese into the bottoms of each hot dog bun, letting it hang over the sides. Place warm hot dogs on top of the cheese then top the dogs with lots of sauce, some shredded lettuce, pickles, minced onion and a sprinkle of sesame seeds.