Buns - I used the oval "Twinkie" pan by Wilton. I secured string lengthways across the middle so the rising cupcakes would have a seam down the top with two rounded edges.
Dogs - I used cake batter in a Cookie pan by Wilton. Then I skewered the cake-dogs and dipped them in Candy Melts (a mixture of red and chocolate). They are only smooth on top.
Cheese - I mixed yellow and orange Candy melts together, hardened in the fridge, grated.
Ketchup & Mustard - Wilton frosting straight from a tube with a round tip.
Mayonnaise - White frosting piped into the bun to secure the dog.
Relish - Green Sparkle gel in a tube, with little glittery flakes sprinkled on top. Found everything at JoAnn's Fabric & Craft store.