Trim edges of each bread and with a rolling pin, flatten until very thin.
Arrange a piece of hotdog and two cheese strips at the edge of the bread facing you and roll bread into a log to enclose filling. Press lightly on seams to completely seal (or secure with toothpicks and remove when ready to dredge in bread crumbs). Repeat with remaining bread slices.
In a bowl, combine eggs and milk and whisk together until well-beaten.
In a shallow dish, place Panko bread crumbs.
Dip the bread roll in egg mixture and roll in bread crumbs, patting down crumbs to fully coat. Repeat with the remaining rolls.
Arrange breaded rolls in a single layer on a baking sheet and freeze for 3 to 5 minutes.
In a wide, thick-bottomed pan over medium heat, heat about 2-inches deep of oil. Place prepared bread rolls seam side down and deep-fry, turning as needed, until golden and crunchy.
Remove from pan and drain on a wire rack set over a baking sheet. Serve hot with catsup for dipping.
Video
Notes
Freeze the prepared bread rolls for a few minutes before frying so the cheese firms up a little and does not ooze out of the rolls during frying.