Heat the EVOO, 1 turn of the pan, in a large skillet over medium-high heat, Add the hot dogs and cook until golden brown, 4-5 minutes. Add the onion, garlic and bell pepper, and cook 3-5 minutes to soften. Stir in the baked beans.
In a medium bowl, stir together the brown sugar, vinegar, Worcestershire sauce and tomato sauce. Stir the sauce mixture into the pan, season with salt and pepper, and simmer over low heat until thickened, about 5 minutes.
Spoon filling into the hot dog rolls or over the roll bottoms and top with onion, pickles or relish, and mustard. If serving on a burger or slider rolls, set the buns in place.