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Place the mayo, pimento peppers, jalapeños, vinegar, mustard, paprika, salt and cayenne into the bowl of a stand mixer fitted with the paddle attachment. Turn the mixer on low and mix until just combined. With the mixer running, add in the cheese and chives. Once combined, turn off the mixer and remove the pimento cheese to a bowl.
To build a dog, place a leaf of lettuce down into each hot dog bun and top with a dog. Place a few spoonfuls of pimento cheese and some crunchy fried onions over the dogs and serve.