Use the Slot Dog to slice the hot dogs, if desired. Otherwise, just put the whole hot dogs on the grill. Put the cream cheese into a piece of foil and place it onto the grill with the hot dogs. Season with some of your favorite BBQ rub, if desired.
Cook the cream cheese on the grill for about 20 minutes. Remove from the grill and let cool. Turn the heat on the grill up to 400°F and continue cooking the hot dogs until they get some nice char to them. Roll or flip a few times during the cooking process.
Toast the buns on the grill during the last 5 minutes of cooking.
Slice the cream cheese into 8 long slices and place into the buns.
Top with the hot dogs, diced onions, and sliced jalapeños.