Step 1 Heat oil in a large frying pan over medium heat. Add onion and capsicum. Cook, stirring, for 10 minutes or until softened. Add sugar and vinegar. Cook, stirring often, for a further 5 to 6 minutes or until liquid has evaporated and onion is caramelised. Remove from heat. Set aside to cool.
Step 2 Meanwhile, heat a chargrill pan on medium heat. Cook hot dogs, turning, for 6 to 8 minutes or until heated through.
Step 3 Cut a slit along the top of each hot dog roll. Spoon tomato sauce into each roll. Place 1 hot dog in each roll. Top with onion relish. Serve.