Preheat grill. Grill dogs (or sausages) 12 minutes, turning frequently, or until cooked through.
With 5 minutes remaining in the cook time, butter the cut sides of the buns (optional) and place them butter side down on the grill. Grill buns 2-4 minutes or until warm and toasted.
Place a dog (or sausage) on each bun. Top with chili. Top with cheese, if desired.