Steps:
- 1. Preheat the oven to 425°. In a small bowl, combine the mayonnaise, sour cream, horseradish, mustard, honey, shallots, chives and lemon juice and season with salt and pepper. 2. Place a slice of cheese in the center of each splayed hot dog, breaking the slice if necessary to fit it in. Wrap a slice of bacon around each hot dog and secure it with toothpicks. 3. Arrange the hot dogs on a rimmed baking sheet and bake in the upper third of the oven until the bacon is crisp, about 12 minutes. Place each hot dog in a bun and serve, passing the horseradish sauce on the side.
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