Prepare the Pico de Gallo: Combine diced tomatoes, white onion, cilantro, minced jalapeno, lime juice, and salt in a small bowl. Mix everything together and set aside to let the flavors meld while you prepare the hot dogs.

Prep the Avocado and Toppings: Slice the avocado and squeeze a little lime juice over it to prevent browning. Arrange all your toppings in small bowls or on a platter so everything is ready for assembly.

Wrap the Hot Dogs with Bacon: Take one strip of bacon and wrap it in a spiral around each hot dog, starting at one end. Secure both ends of the bacon with toothpicks to prevent unraveling during cooking.

Preheat Your Cooking Surface: Heat your grill to medium high heat or warm a cast iron skillet over medium heat on the stovetop. Brush the grates or pan lightly with vegetable oil to prevent sticking.

Cook the Bacon Wrapped Hot Dogs: Place the wrapped hot dogs on the grill or skillet and cook for 10 to 12 minutes total. Rotate them every 2 to 3 minutes to ensure even browning on all sides.

Toast the Buns: During the last 2 minutes of cooking, place the bolillo rolls or buns cut side down on the grill. Toast until they have light grill marks and feel slightly crispy.

Remove Toothpicks and Rest Briefly: Transfer the cooked hot dogs to a plate and carefully remove the toothpicks. Let them rest for just one minute so the bacon can set and stay in place.

Assemble Your Mexican Hot Dogs: Place each bacon wrapped dog in a toasted bun and add toppings in this order: pico de gallo, avocado slices, Mexican crema drizzle, cotija cheese, and pickled jalapenos. Finish with a zigzag of yellow mustard and hot sauce if desired.