Preheat grill to medium high heat.
Make pico de gallo.
In a small bowl, whisk together mayonnaise and milk. If the mixture is too thick, add more milk as needed.
Wrap each hot dog in a strip of bacon; set aside.
Grill hot dogs until the bacon is brown and crispy, about 8-10 minutes.
To assemble, scoop the beans evenly into the hot dog buns. Add the hot dog and top with the avocado and pico de gallo, then drizzle the mayonnaise on each hot dog.