Prepare BBQ Sauce. (Can be made in advance and stored in the refrigerator for up to a month).
Grill hot dogs over medium heat for 5-6 minutes, turning occasionally to cook on all sides.
Grill sliced onion rings until hot dogs are finished.
Assemble hot dogs by placing cole slaw or lettuce (if desired) on bottom of bun. Next, add hot dog, avocado slices, grilled onions, and pickles or banana peppers. Drizzle with BBQ sauce.
Recipe adapted from: www.lecremedelacrumb.com