Prepare outdoor grill with hot coals or heat gas grill. Grill the hot dogs for about 8 minutes total, turning several times during cooking. Toast 8 hot dog buns, if you wish. Slice each grilled hot dog lengthwise, three-quarters of the way through, being careful not to cut the dogs all the way through.
Spoon about 1/2 teaspoon chopped jalapeños into the slice in each hot dog. Sprinkle about 2 tablespoons of the cheese blend over the jalapeños in each hot dog.
Carefully grill hot dogs, without spilling any of the topping, for another 1 minute to melt the cheese. Place the dogs in the toasted buns. Makes 8 hot dogs.