Slice hot dogs down the middle, leaving attached by not cutting all the way through. Grill hot dogs on both sides, flipping until cooked through (no pink in the middle), about 5 to 7 minutes.
Slice Cuban bread in half and lay open. Place Swiss cheese, two pieces of ham, and two hot dogs on one piece of bread. On the other piece of bread, place more Swiss cheese and pickles. Drizzle both sides of the sandwich with Sweet Baby Ray's Honey Mustard Dipping Sauce.
Serve with your favorite chips and some extra Sweet Baby Ray's Honey Mustard Dipping Sauce for dipping. Enjoy!