Heat grill to medium (350° to 450°). Grill dogs until slightly charred all over, about 6 minutes, turning occasionally.
Meanwhile, cut pretzel buns horizontally partway through. Sprinkle cheese into buns, dividing evenly; then grill buns until warmed, lightly charred, and cheese has mostly melted, about 4 minutes.
Spread mustard inside buns, add dogs, and top with sauerkraut.
*Find pretzel buns and baguettes and Farmhouse Culture Kraut at Whole Foods Market and other specialty grocery stores. Farmhouse Culture Kraut is also available at farmhouseculture.com. See wvcheeseco.com for where to buy Willamette Valley Cheese Co.'s cumin gouda.