Combine two rolls together and flatten into a 7-inch oval. Repeat with remaining rolls to make 8 ovals. Place one frank in middle of each dough oval. Pull dough up around each frank to completely enclose. Pinch edges together to seal. Turn seam side down and place on large sprayed baking sheets.
With a sharp knife, cut each one into 8 equal pieces, through top layer of dough and frank, leaving bottom layer of dough intact. Twist first cut piece to the left and second to the right. Repeat this for the rest of the pieces.
Bake at 350°F 10 minutes. Remove from oven and sprinkle each one with 2 tablespoons grated cheese. Return to oven and bake an additional 5-10 minutes.
Serve drizzled with ketchup, if desired.