For the pimento cheese: Mix together the mayonnaise, granulated garlic, cayenne, pimentos and sprinkle of salt and black pepper in a large bowl until well blended. Add the Cheddar and mix thoroughly. Refrigerate for several hours or overnight for the best flavor.
For the slaw: Whisk together the mayonnaise, sugar, vinegar, celery salt, salt and black pepper in a large bowl until smooth. Add the cabbage and mix well. Refrigerate overnight. Preheat the grill.
Grill the weenie. Place the weenie in the bun and top with 2 tablespoons of the pimento cheese, 2 tablespoons of the slaw and the relish.