Allow hot dogs to come near room temp before cooking. Place over LOW on pre-heated grill. Once skin starts to glisten, turn hot dogs over and cook until toasted evenly on all sides.
Remove from grill, place hot dogs inside buns. Layer with cheese, pickle slice, and ham, and mustard.
Place filled buns on grill. Close grill; grill 3 to 4 minutes or until cheese is melted and bun is golden brown. Enjoy!