• Heat oven or BBQ. Tightly wrap each posh dog with a strip of bacon until most of the posh dog is covered. Transfer posh dogs to foil-lined baking sheet.
• If using jalapeños, place them skin-side down on a separate foil-lined baking sheet and lightly drizzle with oil.
• Roast jalapeños until skin starts to blister, about 25 minutes.
• Roast posh dogs until bacon is browned and starts to ripple, about 30 minutes.
• Meanwhile, heat 1 tablespoon oil in a large skillet over medium-high.
• Add the red onion and cook, stirring frequently, until it begins to brown and shrinks by half, about 10 minutes.
• Stir in peppers and the remaining 1 tablespoon oil; season to taste with salt.
• Remove from heat when onions are caramelized and peppers are soft, about 20 minutes.

Make the pico de gallo with avocado

• Combine tomatoes, avocado, red onion, coriander and lime juice in a medium bowl. Season to taste with salt and set aside.

To finish

• Toast buns, if desired. Blot excess oil from the hot dogs with a paper towel and transfer to buns. Top with onions, peppers and pico de gallo. Drizzle with ketchup, mustard and mayonnaise. Finish with roasted jalapeños, if desired.

For BBQ

• To make these on the BBQ grill, soak 16 toothpicks in water for 5 minutes to prevent burning. Wrap each posh dog with bacon and secure the bacon at each end using a toothpick. Grill turning frequently to avoid overcooking, until bacon is browned and crisp