chéung jái bāau
腸仔 is sausage, and 包 is bun, so 腸仔包 is sausage bun.
The Chinese for hot dog is 熱狗 (yiht gáu), where 熱 is hot and 狗 is dog.
A popular bakery item, Chinese hot dog buns are hot dogs baked in a roll (not fully enclosed like most bao).
cocktail bun
snow mountain bun