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While the chili is cooking, get the grill going. Place a large grill pan on 2 burners over medium-high heat or preheat an outdoor gas or charcoal barbecue and get it very hot. Take a few paper towels and fold them several times to make a thick square. Blot a small
amount of oil on the paper towel. Then carefully and quickly wipe the hot grates of the grill to make a nonstick grilling surface.
Bring a pot of water up to a simmer and parboil the dogs for about 5 minutes. Take them out of the water, pat them dry, and grill them just long enough to mark them. (That'll give them a grilled flavor too.) Brush the insides of the rolls with olive oil and lay them face down on the grill; cook until toasty. To serve, put a dog in each roll and top with the chili and some Cheddar.