Cue pickle lengthwise into 8 thin slices. Cut cheese into eight 5-in x1/2-in x1/4-in sticks. Cut hot dogs in half lengthwise; spread cut surfaces with mustard.

On eight hot dog halves, layer a pickle slice and a cheese stick; top with remaining hot dog halves.

Place one end of a bacon strip at the end if each hot dog; push a toothpick through the bacon and both hot dog pieces. Firmly wrap bacon around each hot dog and secure at the other end with a toothpick.

Grill, uncovered, over medium heat for 8-10 minutes or until bacon is completely cooked, turning occasionally. Discard toothpicks and serve in buns