Preheat the oven to 450˚ F. Coat a baking sheet with cooking spray. Divide the pizza dough into 6 equal pieces. Roll each piece of dough into a long, thin rope about four times the length of a hot dog.
Slice each piece of string cheese in half lengthwise. Slice each hot dog lengthwise, making sure not to cut all the way through. Place 1 piece of cheese in each sliced hot dog.
Wind a rope of pizza dough around a hot dog from one end to the other. Repeat with the remaining hot dogs and pizza dough.
Place the wrapped hot dogs on the prepared pan. Bake until the dough is golden brown, 15 to 18 minutes.