I had one of those--- it was called Hot Dogger. Initially I used to sand down a couple of 16p nails and solder an AC line cord to each one... insert them into the hot dog and plug it in! Yes the dogs don't taste all that great when cooked this way. The Hot Dogger didn't fair much better plus I had a mess to clean up from dogs ripping open from the boiling moisture within.
If you want to try a fun experiment, connect a large dill pickle to a VARIAC (variable Xformer) and start to crank up the voltage. The salt brine in it will cause it to glow a nice orange. On 120vAC it gives a nice glow without any smoke or steam.