Wrap hot dog with bacon in a spiral securing bacon with toothpicks. Place prepared hot dogs back into refrigerator and let sit for at least an hour.
Preheat grill or stove top skillet to medium high. Heat pinto beans in sauté pan until hot.
Grill hot dogs until bacon is browned well. Watching for flair ups from bacon grease. Turning frequently. Remove from grill onto a paper towel.
Spread the hot pinto beans, cheese and the optional avocado in the bun. Next, pack each bun with the cooked hot dog and then top with the remaining toppings: mustard, Ketchup, Pico de gallo, Mayonnaise.
Serve with remaining beans on the side.