You will have to build a solar cooker to cook your hot dogs in space at 1 AU from the Sun. I can't vouch for all aspects of the physical behavior of the hot dog, but I think this can be done.
In this answer I explain the equation for an estimate of the equilibrium temperature of a blackbody heated by visible light, and radiating in infrared light.
$$T \sim \left( \frac{(1-a_{vis})}{e_{ir}} \frac{I_{Sun}}{4 \sigma} \right)^{1/4}$$
where $a_{vis}$ is the visible light albedo, $e_{ir}$ is the infrared emissivity (both should really be weighted averages over the appropriate wavelength ranges), $\sigma$ is the Stefan–Boltzmann constant (about 5.67E-08 W m^-2 K^-4), and I is the intensity of sunlight, and for 1AU is the solar constant and about 1360 W/m^2.
Most things have high infrared emissivity, let's assume the hot dog's emissivity is 0.9. Hot dogs come in different colors, and they can change color as they cook, but let's give this one albedo of 0.5. In space, all by itself, in sunlight at 1 AU, the hot dog will equilibrate at only 240K, which is -33C. It will quickly freeze, then more slowly freeze-dry.
Google sez (click for full size, or just google "how hot to cook hot-dogs") that hot dogs will cook in an oven at about 350F, which is 177C which is 450K.

Since the equilibrium temperature scales as the fourth-root of the intensity of sunlight $I$, you need to increase it by a factor of (450/240)^4 or about 12.3. Google also sez a hot dog is a 2cm diameter cylinder, so you will need a parabolic cylinder a little longer than the hot dog and 25 cm wide, and mess with keeping your hot dog in focus and rotate it.
However, this may quickly burn your hot dog to a cinder, depending on its heat transfer properties. You will have to experiment with speed of rotation, ramping the intensity of the sunlight etc. before you can make the perfect hot dog in orbit.
When finished, you'll have to find a way to get it into your suit quickly so that you can eat it while hot. I've seen this done on TV, but in reality, hmm...
Good luck, and Bon Appetit!