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I use a wooden skewer. Stick it through the middle and it will prevent you from cutting through the dog. I find that spiral dogs get more char to them and hold your toppings in the bun better, 'specially chili!
Griffin's Grub or you can find me on Facebook
My kids love spiral dogs. they tell me they can get more ketchup on them. and yes, the wooden skewers seem to work best. K