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Preheat oven to 375F (180C)
In a medium mixing bowl mix the flour, oil, baking powder and hot water. You can mix using a stand mixer or by hand. Mix together and then knead a bit until you get a dough ball.
Divide the dough into two pieces and roll the first piece (no need to flour the surface but you can flour it a bit if you want to) using a rolling pin until it is ¼ cm thick. Roll it into a rectangular leaf.
Using a sharp knife or pizza roller, cut the rectangular dough leaf into 8-10 triangles (similar to cutting in zig-zag).
On the wider end of each triangle, place one half of a hot dog (from the ones you prepare in advance) and roll the triangle dough piece towards the sharp end of the triangle (like a rugelach)
Place on a parchment paper layered baking sheet and repeat with the other hot dogs and the second piece of dough.
Brush each rolled hot dog with the egg wash and sprinkle sesame if you want to (optional)
Bake for 20-25 minutes in the preheated oven or until pastry is golden brown and the hot dog is a bit puffy.