Heat a little butter in a pan. Add chopped onion and capsicum sauté until soft. Add salt, pepper, and herbs.
Grill or shallow-fry your veggie sausages/paneer sticks until golden and crisp.
Cut hot dog buns in half (not all the way through) and lightly toast them with butter on a tawa or pan.
Place a cheese slice or sprinkle grated cheese inside each bun while still warm, so it starts to melt.
Stuff the bun with cooked veggies and your veg sausage/paneer. Press lightly.
Drizzle ketchup, mustard, or mayo as you like. Sprinkle chili flakes or more cheese for extra zing.
Warm the assembled hot dogs in a covered pan or microwave for 1–2 minutes until the cheese is melty. Serve hot.