Preheat the oven: preheat the oven to 180°C / 350-375°F / Gas Mark 4-5.
Prepare the buns: use a knife and chopping board to make an opening in each of the bread rolls.
Cook bacon: place a large frying pan on the stove top, turn the heat to high and add the bacon. Cook this for 2 minutes.
Onion: add the onion to the frying pan with the bacon and cook this with the bacon for a further 2 minutes.
Cook cocktail frankfurts: place the cheerios into a heatproof jug and fill with room temperature water. Then place them in the microwave and heat in 1 minute intervals for a total of 3 minutes. Once cooked, remove the jug and use a colander over the sink to drain and discard the water.
Sausage into buns: place one of the cooked cocktail frankfurts into the 1st bun and then repeat until all rolls have a sausage.
Bacon and onion: place 1 -2 teaspoons of the bacon and onion mixture into each of the mini hot dogs.
Cheese: sprinkle cheese over the top of the bacon and onion mixture.
Baking tray: transfer each of the mini hot dogs to a silicon mat over a wire baking rack and tray. Then place them into the oven and bake them for 10 minutes. During this time the cheese will melt and turn golden brown.
To serve: once the cheese has melted remove the miniature hot dogs from the oven, place the baking tray onto a heat proof surface and then transfer them to a serving platter. Provide tomato sauce and mustard.