In a large mixing bowl, dissolve yeast in warm water.
Add whole wheat flour, brown sugar, salt and vanilla; beat until smooth.
Add enough all-purpose flour to form a soft dough.
Turn onto a floured board; knead for 6-8 minutes or until smooth and elastic.
Cover and let rest 10 minutes.
Roll into a 20-in.x 14-in.rectangle; cut into eight 7-in.x 5-in.pieces.
On each piece of dough, place a slice of cheese, 1 teaspoon ketchup and a hot dog.
Fold edges of dough over and press tightly to seal.
Place on a greased baking sheet.
Bake at 350° for 30 minutes or until golden brown.