Take one piece of dough, press it flat and roll it tightly into a log. (See the gif for reference). Repeat this step for the rest of the buns and arrange it in the order that they were rolled. Cover and let the buns rest for 10~15 minutes.
Meanwhile, pat dry the hot dogs and cut each piece into half in a 45° angle, to make them a bit longer.
Take the first bun (the one you first rolled) and roll it into a long, even and thin log, about 15" (40 cm) long, and eliminate all the air pockets. You will need to use some effort here as the log will keep shrinking back.
Place the thin log into a U shape, place a piece of hot dog on it, feed both ends into the hole, one at a time. (See pictures in the post)
Pull the "bunny ears" out a bit more to make the hot dog fit more snugly in the bun. Make the ears longer than you'd like, since they will shorten after baking. Pinch the back together to eliminate the gap (see picture in the post) before placing bun on a lined baking sheet.
Repeat the process for the rest of the buns (working on them in order) and let them proof in a warm place (around 82 to 90°F) for about an hour until they're puffy and they spring back a bit to the touch.
Preheat the oven to 375°F (190°C) towards the end of the proofing process.
Brush the rolls with a thin layer of egg wash before placing them in the oven. Bake for 12~14 minutes until golden brown. Place the rolls on a cooling rack to cool down.