This is a stove-top method, preferably using a cast-iron skillet. The bun is all–important. What you want is a Mexican bolillo, the soft version, not the crusty one. If you can’t find bolillos, you can use regular hot dog buns that are already split. Make the Jalapeno Salsa. This stuff is key. Otherwise you’re just dressing your hot dog with mayo and mustard. If you want to cheat and sub, buy the hottest commercial salsa verde you can find and thin it a bit with a mix of water and lime juice. From WWL website.