I made this in an air fryer instead of a smoker/grill. Here's what I did:
I made a tin foil layer in the basket to keep all the sauce contained.
I cut the hot dogs and tossed the pieces in mustard and the rub until mixed, then cooked at 400 for 5 minute intervals, stirring until the hot dog pieces were crispy (about 30-40 minutes for me).
I then tossed the remaining ingredients in and repeated the process until the sauce thickened and clung to the pieces.