Start with the pretzel dough. Combine the flour, salt and yeast with a dough hook on a kitchen stand mixer. Add the water in and allow the dough to come together, scraping the sides if necessary. Let the dough knead in the mixer on low for about 8 minutes, until smooth and shiny.
Place dough in greased large mixing bowl and cover with a damp kitchen towel. Allow to rise until doubled in size, about 30 minutes.
Once the dough had rose, preheat the oven to 450. Also bring 4 cups of water to a boil on the stove.
Divide the dough into 8 equal pieces and roll each piece into about an 8 inch oval--to fit the hot dog. Place the hot dog and the cheese slice in the middle of each oval and bring the dough over the sides, securing the dough over the hot dog and cheese. Flip the dog, seam side down and cut about 4-5 small slits evenly spaced across the hot dog to allow steam to escape.
Once the water has come to a boil, turn the stove off and stir in ¼ cup baking soda into the water. Gently place each pretzel dog into the water bath, one at a time, just until coated with the mixture.
Place the pretzel dogs on a baking sheet lined with parchment paper or well greased. Bake for 10-12 minutes, until dough is nicely golden brown.
Dip into mustard if desired!!
Notes
The nutritional values are approximate. The type of hotdog and cheese you will use will greatly vary the fat and calories. This value is based on hotdogs with 16 grams of fat each--the ones I use is 8 grams of fat per hot dog.