In a medium-sized saucepan, over medium heat, saute the lardons of bacon until brown and crispy. Remove the bacon from the pan and drain on paper towels. Discard the bacon fat. Put the olive oil into the same pan. Wash the chopped leeks thoroughly to remove any grit, and then drain. Put them into the pan with the olive oil and saute until soft and wilted. Remove the leeks from the pan and set aside.
Melt 3 tablespoons of butter in the same pan and then sprinkle with the flour, stirring to incorporate. Cook the roux over medium heat for a few minutes. Whisk the warm milk into the roux and cook until it thickens. Fold in the grated Gruyere and grated Parmigiano and season with salt and pepper, to taste. Add a pinch of cayenne and a pinch of nutmeg. Set the sauce aside.
Bring a large pot of salted water to boil over medium heat for the pasta.
In a small fry pan, melt 1 tablespoon of butter and add the panko. Stir constantly until the crumbs are lightly toasted. Set aside.
Preheat the grill to medium.
Once the water is boiling, add the pasta and cook until al dente. Drain and gently fold the cooked pasta into the cheese sauce and keep warm. Fold in the bacon and the leeks.
Melt the remaining tablespoon of butter and brush it on the cut sides of the buns. Grill the hot dogs over the hottest part of the barbecue until they are brown, and toast the buns around the perimeter where the fire is cooler, until you have light golden grill marks. Put 1 hot dog into each bun and generously slather with the hot sauce. Top each hot dog with a generous portion of the pasta and cheese sauce. Sprinkle with the toasted panko and chopped parsley and serve.
Serve and enjoy.
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