Preheat the grill to medium-high heat (about 450 degrees F).
Wrap each hot dog with a slice of bacon. Secure with a toothpick if desired. Place on the grill and cook, turning often, for 8 to 10 minutes or until the bacon is crisp and cooked through.
Meanwhile, heat the refried beans in a skillet and warm the hot dog buns in the oven or microwave.
Spread a generous layer of beans in the bottom of each bun. Add a hot dog. Top with cilantro, banana peppers, ketchup, mustard, and mayonnaise. Serve immediately.
Notes
Add other toppings like guacamole and pico de gallo salsa.