Recently, some companies here have started making classic hotdogs. But I never understood why - "sausage in a roll" is so much superior topology (for eating on the run). On the contrary, I don't understand why Americans won't adopt "sausage in a roll" instead.
For a traditional hot dog, though, the key thing is the toppings. Some American styles, like the Coney Island dog, can have as much topping as there is hot dog.
Pretzel dogs and bagel dogs also exist; they sound pretty close to what OP was talking about.
Interestingly both Germany and Poland have something similar but under different names. The German version was invented by a government food research center in an attempt to replicate Western foods: https://en.wikipedia.org/wiki/Ketwurst -- so you are right in that the top DDR food scientists also agree about the ideal hotdog shape!
For quite a while, fast food in Denmark was all about a mobile "sausage stand" (the permissions to which were interestingly given preferably to those who could not have a full time job).
The fun part, is that in theory, the klobasniky came from the Czech via the kolache, and then came back to Czech republic from Texas filled with meat. =)
http://czechoutchannel.blogspot.com/2007/05/wenceslas-square...
I remember getting American-style buns and the rolls that you're referring to. I prefer the American-style buns because when you take a bite from the roll version, the excess sauce drips out the other side, whereas you can maneuver an American-style bun such that it doesn't drip.
Some others (fried onions, etc) get put in with a long spoon before the sausage.