1. Preheat grill to high.
2. Cut hot dogs lengthwise to create pockets.
3. Insert a cheddar cheese strip into 4 hot dog pockets.
4. Pour some banana sauce into each pocket.
5. In the remaining 4 hot dogs, insert string cheese pieces, and pour some pizza sauce.
6. In a bowl, place hot dogs, and set it aside.
7. Now, in a large mixing bowl, add ground beef and steak rub. Mix well.
8. Divide meat mixture into 8 equal parts.
9. On work surface place meat ball and gently press to flatten.
10. Place hot dog on it, and roll to warp completely. Press and give it a shape. Repeat.
11. Now, wrap each meat rolled hot dog with a bacon strip.
12. Place hot dogs on grill over indirect flame, cover and cook for about an hour or until done. Turn once while grilling for even cooking.
13. Place a slice of cheddar and string cheese on each hot dog. Cover, and cook for a couple of minutes or until cheese melts.
14. Serve bacon burger cheese dawgs hot with toasted bun.