1. Cover a quarter sheet pan with aluminum foil (for easy clean up) and place the hot dog buns on top; set aside. Nestle hot dogs in a 9-inch frying pan set over medium heat. Pour sauce over the dogs and, using tongs, turn to coat them all around. Cook until nearly all of the sauce has cooked off or is clinging to the dogs, 5 to 7 min.

2. Remove from heat and transfer the sauce-coated dogs to the hot dog buns. Top with shredded cheese, dividing it equally between all the hot dogs, and pepperoni, if using. Set the broiler on high and, once hot, pop the sheet pan under the broiler until the cheese is melty and golden brown in spots, about 4 minutes. Watch carefully for the last 2 minutes, as the bread can burn easily. Serve immediately.