Combine tomato sauce, mustard, sugar, and garlic powder in a small saucepan, stirring well.
Cook over medium heat 5 minutes or until thoroughly heated, stirring constantly.
Slice frankfurters lengthwise to make a pocket.
Stuff each pocket with cheese.
Wrap each frankfurter with bacon, securing with a wooden pick.
Grill frankfurters over hot coals 10 minutes, turning and basting with sauce frequently.