For the fruit relish: Preheat an oiled grill pan over medium-high heat. Grill the pineapple and mango slices until grill-marked, 1 to 2 minutes per side. Set aside to cool, then slice into 1/4-inch cubes. In a large bowl, combine the fruit with the jalapeno, red chile, onion, olive oil, lemon juice and pickle relish. Season lightly with salt and pepper. Set aside in the fridge.
For the hot dogs: Set a grill pan over medium-high heat. Cook the bacon for 1 to 2 minutes on each side, just to render some fat, not to cook through. Transfer the bacon to a paper-towel-lined plate to drain.
With a sharp knife, make a small lengthwise slit down the center of each hot dog (do not cut all the way through). Cut the jalapeno slices so you can unroll them into long strips. Place 2 or 3 jalapeno strips into the slit of each hot dog. Wrap each dog with a strip of bacon and secure it in place with toothpicks. In the same grill pan used for the bacon, cook the hot dogs until the bacon is cooked through and crisp, rotating frequently, 5 to 6 minutes total.
To serve, toast the buns for 1 to 2 minutes per side. Remove the toothpicks from the hot dogs and nestle the dogs in the buns. Top with fruit relish and serve with ketchup and mustard.