Combine together the ketchup and mustard in a small bowl. In a separate bowl, mix the sauerkraut with the chopped onion.
Slice open the hot dogs, down the center, lengthwise, forming a deep pocket in each, but not cutting all the way through. Coat the inside of each hot dog with the mustard ketchup mixture.
push 1/8th of the shredded cheddar into the opening so that it will not ooze out.
Top with the sauerkarut and onion mixture making sure none of the cheese is exposed and can run out.
Wrap a strip of bacon around each stuffed hot dog, securing with toothpicks at each end.
Spray or coat grill surface with vegetable oil so that the hot dogs don't stick. Place the stuffed hot dogs on the grill, stuffing side down. Grill until the bacon on that side is cooked, turn the hot dogs a quarter turn and grill for a couple more minutes. Continue to grill until each side is cooked and the baconis done. Close the lid between turning so everything is cooked.
On the last turn open the hot dog buns and place on the grill until they are browned and have grill marks.
Remove the hotdogs and buns from the grill and take out the toothpicks and serve them up while hot.