Prepare the grill for indirect grilling. Heat to medium heat.

Wrap hot dogs with bacon and insert toothpicks to hold ends in place. Arrange hot dogs on unlit side of rack. Grill, covered, turning occasionally, until bacon is crisp, about 18 minutes. Transfer the dogs to direct heat to brown quickly. Arrange buns, cut side down, over heat until lightly toasted.

Fill each bun with cheese and the hot dog, then top with the BBQ sauce, green onion, and red pepper.