Soak wooden skewers in water for 10-30 minutes depending on how thin they are, the thinner the longer. The ends are still going to burn, but I still think this helps some.
Insert wooden skewer down the center of your hot dog.
Using a paring knife, cut at a slight angle right up against the skewer, rotating the hot dog as you go, creating spirals about 1-inch in thickness.
Grill hot dogs, still on the skewer, over medium heat, rotating the hot dogs once or twice as you go until the hot dogs puff up, the edges are brown & they're hot in the centers. Baste with BBQ sauce as desired.
Notes
*If you are good with a knife you can eliminate the need for a skewer. The skewer just makes it easier to cut & cook without breaking apart.