Preheat the oven to 400°F. Line a baking sheet with parchment paper.
Cut each hot dog in half lengthwise, then cut each piece in half crosswise (each hot dog will make 4 treats). Keeping the middle intact, use the tip of a knife to make 3 slices at either end of each hot dog piece (this will make 4 legs on either side).
Once all the hot dogs are cut, cut the dough into strips, about 1 inch wide and 2 inches long (you may not use all of the dough). Wrap a piece of dough around the middle of each hot dog, pinching to seal the dough, and place, seam side down, on the prepared baking sheet.
Press 2 sesame seeds into the middle of each “spider” to make eyes.
Bake until the dough is golden brown and the hot dog “legs” are sizzling and twisted, 10 to 12 minutes. Remove from the oven and serve warm with ketchup on the side.