Chop the hot dogs in half and wrap each in a strip of dough. Lay each dough wrapped hot dog piece in two concentric circles in an oiled skillet and bake until the dough has cooked through, roughly 20 minutes.
Meanwhile, sweat the onion in a saucepan and add garlic. Quickly add spices, stirring all the time, and salt, then brown the beef for a few minutes. Add tomato sauce along with Worcestershire sauce and reduce until thick (add some water if necessary).
Pour this into the hole in the middle of the sausage ring and top with grated red Leicester.