Here's one a friend told me about. Take a hotdog and split it down the middle without seperating the 2 halves. Stuff the now split hotdog with jalapeno slices and cheddar. Wrap in bacon (may take 2 pieces), and deep fry. I think it was called a texas twister, but we could call them dog turds (hot dog thing).
I will double check with him this weekend and see if that is how they were done.