Microwave the cream cheese and Mozzarella in a bowl together for 50 seconds. Remove from the microwave and stir the mixture occasionally so as not to burn it. Put back in the microwave and repeat until fully melted.
Add in the almond flour and the spices into the mixture. Knead to consistency.
Divide the dough into 9 equal parts and press each part to form an oval shape.
Spread ovals with hot sauce, place a piece of frank on top and wrap the dough. Sprinkle with sesame seeds.
Arrange hot dogs on a baking tray lined with parchment paper or use a silicone mat. Bake at 350F for 20 minutes or until golden. Baking time depends upon the thickness and size of the dough.
Allow them to rest for 10 minutes before serving. Sprinkle with Parmesan and serve with your favorite sauce!