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Mix the 4 sauce ingredients to form the dipping sauce. Set aside in the fridge.
Mix the hot water and flour and knead for about 10 minutes until elastic and smooth. Add more flour if needed (if it seems wet or sticky)
Allow the dough to rest 30 minutes to an hour.
Roll out the dough very thin. Brush with the sesame oil. Top with the scallions. Roll this dough up into a log so that the oil and scallions are spiraled into the dough.
Chop off the ends of the log that are a little thinner and don't have as much dough or filling. Chop the log into 7 equal segments. Gently flatten each segment and then roll it on top of itself. Allow to rest about 15 minutes.
Finally roll out each segment into a circle that it just thinner in diameter than the length of a hot dog. Place the dog in the middle and roll the dough around it. Add a few drops of water to the dough with your finger to help it seal.
If frying - put about a half inch of oil in your pan. Bring to 350. Cook the hot dogs on all sides until browned, flipping as needed.
If grilling - brush the dogs with oil liberally and grill at medium until browned and crispy on all sides.