Preheat a grill or grill pan. Pierce the hot dogs several times with the tip of a sharp knife, brush with a little bit of vegetable oil and set aside.
Combine the pineapple, red bell pepper, onion, cilantro, honey, vinegar, ketchup and cayenne in a small bowl and set aside for 5 minutes. Season to taste with salt and pepper and transfer to a serving dish using a slotted spoon.
Grill the hot dogs until golden brown and piping hot. Place in toasted buns and top with pineapple relish. Serve with coleslaw, sliced tomatoes and chips.