Roll out a rectangular puff pastry sheet, and cut it into 4 even-sized pieces. Add to the center of each some grated Cheddar and 1 hot dog. Roll them up, and bake in the oven for 20 minutes at 350 °F. Tip: Before baking, brush a bit of milk onto the puff pastry and roll in crushed tortilla chips. This will give your stuffed dogs a nice finishing crunch.