Combine the cucumber and bell pepper in a colander. Put the colander over a bowl and sprinkle with salt. Toss and let sit for 30 minutes to remove excess water. Rinse with cold water, transfer to a sheet tray lined with paper towels and pat dry.
In a medium saucepot combine the cucumber and red pepper with the remaining relish ingredients. Cook over medium-low heat until thick, about 30 minutes. Cool to room temperature. This will last up to 2 weeks in the refrigerator in a sealed container.
Heat the 2 tablespoons of canola oil in a medium pot over medium heat. Add the onion and garlic and cook until slightly tender, about 3 minutes. In a small bowl whisk together the remaining sauce ingredients. Add to the pot with the onions along with 1/2 cup water and bring to a boil. Reduce the heat to low and simmer, uncovered, until thick, about 30 minutes. Remove from the heat and let cool to room temperature. This will last up to 2 weeks in the refrigerator in a sealed container.
Heat the canola oil in a large skillet over medium heat. Add hot dogs and cook for 8 minutes, turning after 4 minutes. While the hot dogs are cooking, light brush the buns with melted butter and arrange on a sheet pan. Broil until lightly toasted, about 1 minute. .
Put the hot dogs into the buns, top each with 2 tablespoons of the spicy onion sauce, 2 tablespoons of the relish and some mustard. Arrange on a serving platter and serve.