To prepare your dogs, remove from their packaging and completely dry off, set aside with the jalapeño strips and cheese.
Remove dough from bowl to a lightly floured surface and shape into a log about 12 inches long.
Cut the dough into 10-12 equally sized pieces (about 2.5 oz each). Roll each section of dough into a rope about 12 inches long (for the 4 inch long smoked hot dogs, adjust as necessary depending on the length of your smokies/sausages).
Working one at a time, take your hot dogs, jalapeños and cheese and place one of each in the center of the rope, then wrap each end of the rope around all the way to the ends of the dogs. Cut off any excess dough. The dough should be covering the cheese and jalapeño completely but can be open at the end with the hot dog slightly sticking out. Pinch the end of the dough gently into the wrapped dough to prevent it from unraveling during the cooking process. Place each one on a tray to easily transfer.
Once all hot dogs are wrapped, gently place about 3-4 in the pot of boiling water for 1 minute. Remove to a drying wrack with a paper towel underneath or a paper towel lined plate as you finish the rest.
Brush the tops of the dough with the egg white mixture and sprinkle with your topping of choice.
Bake for 12-15 minutes or until golden brown.
Remove and serve!