How to Make It
In a small saucepan, warm the milk over moderately low heat until an instant-read thermometer inserted in the milk registers 110°. In a small bowl, whisk the milk with the yeast and 1 teaspoon of the sugar; let stand until foamy, about 10 minutes.
Lightly oil a large bowl. In another large bowl, whisk the 2 1/2 cups of flour with the salt and remaining 2 teaspoons of sugar. Stir in the 2 tablespoons of melted butter and the yeast mixture and mix until a dough forms. Turn out the dough onto a lightly floured work surface and knead until smooth, about 5 minutes. Transfer the dough to the oiled bowl, cover with plastic wrap and let stand at room temperature until doubled in size, about 1 hour.
Preheat the oven to 375°. Line a baking sheet with parchment paper. In a shallow dish, whisk the baking soda into 1 cup of hot water until dissolved.
Cut the dough into 8 equal pieces. On a work surface, roll out each piece of dough into a 20-inch rope. Working with one hot dog at a time, wrap the rope around the hot dog, pressing the ends to adhere. Roll the wrapped hot dogs in the baking soda water, letting the excess drip off. Arrange the hot dogs on the prepared baking sheet and sprinkle with sesame seeds. Bake until golden, 15 to 18 minutes. Brush with melted butter and serve with mustard.