Preheat the oven to 350 degrees.

Add the cream cheese and mozzarella cheese to a microwave-safe bowl.

Heat the cheeses at 30 second intervals, stirring in between, until melted and well-combined.

Transfer the cheese mixture to a mixing bowl. Add the rest of the ingredients.

Blend until a well-combined dough has formed.

Wet your hands slightly and divide the dough into 4 equal portions. Roll the dough portions into logs about the length of a hot dog.

Round each log of dough into a bun shape, and flatten slightly with the palm of your hand.

Place the buns on a baking sheet lined with parchment paper and bake for 20 minutes.

Allow to fully cool, then slice in half lengthwise and top with a hot dog to serve.