Preheat oven to 220C/Gas 7.
1) Slice cheese into 5 (1-cm thick) slices, then cut the slices in half again, lengthwise.
2) Butterfly hot dogs lengthwise. Place 2 cheese slices inside the slit and close hot dog. Wrap a slice of bacon tightly around the hot dog, covering the entire surface.
3) Place on a greased baking tray and bake for 10 minutes or until bacon is crisp. Remove from oven allowing grease to drain for a minute on kitchen paper. Place a hot dog into each bap and serve.