Make the relish: Combine the vinegar, sugar, celery seeds and mustard seeds in a small saucepan. Bring to a boil and cook until syrupy, about 2 minutes. Transfer to a bowl; let cool slightly. Stir in the dill pickles, yellow peppers, pimientos, pickled jalapenos and chives. Cover and refrigerate at least 1 hour or overnight. Season with salt.
Preheat a grill to medium high. Grill the hot dogs, turning, until well marked, 4 to 5 minutes. Meanwhile, open the buns and toast cut-side down on the grill. Brush the insides of the buns with the melted butter and arrange the cheese inside; cover to melt, 1 to 2 more minutes.
Drain the relish. Serve the hot dogs on the cheesy buns; top with ketchup, mustard and the relish.