Add 1/ 4 cup water to a large bowl, add yeast and mix until dissolved.
Add the remaining water, sugar, and butter, salt and mix in 1 1/2 cups flour; mix until well blended. Mix in the remaining flour to create a soft dough.
Add extra if needed. Place the dough on a floured board and knead until smooth and elastic. (About 5 minutes)
Place the dough in a large greased bowl flipping it over to grease the top. Place the bowl in a warm place, cover with a towel, and let rise until the size doubles. (About 1 hour depending on temperature)
Remove the dough to a floured surface to roll out the dough. Press the dough a little bit and divide it into 8 equal pieces. Roll each piece to the size of the hot dogs you want to roll them in.
Place a piece of cheese on the dough, and then the hot dog. Place each one on a baking sheet, seam side down, lightly sprayed with cooking spray. Let rise for an additional 15 minutes.
Bake at 350F for 15 minutes or until golden brown on top. Serve Hot.