Preheat the grill to medium-high heat.
For the tomatoes: Lay the tomatoes out on a large flat dish. Whisk together the oil, vinegar, salt, chili flakes, garlic and thyme leaves. Pour over the tomatoes and let sit for 1 to 2 hours.
For the grilled onions: Rub the onions with a little olive oil and sprinkle with salt and black pepper. Grill until charred on each side, 4 to 6 minutes. Remove from the grill and reserve. For the hot dogs: Grill the hotdogs until hot and crispy, 3 to 5 minutes. Toast the buns on the grill, 1 to 2 minutes.
For assembly: Line the tomatoes on one side of the buns, and line the onions on the other side. Top each with a hotdog. Divide the cheese and frisee over the hot dogs, and finish with a little olive oil and sea salt.