I ate these off a cart in Melaque, MX (a bit up the coast from Barra de Navidad). I had a bit of a tummy ache that night.
In MX a hot dog is often called a "salchicha". And in Spanish octopus is "pulpo".
So they take hot dogs and cut them in half. Then on the rounded ends they make an X shaped cut in about an inch or so. Then they throw them in a deep fryer. The hot dog ends curl out and look like little octopuses. Hence you get a "salchi-pulpo". They serve a dozen or so in a bowl and squirt them with catsup, mustard, mayo, and pickle relish. I think they had hot sauce too.
That's not me in the picture but I felt that fat afterwards.