Preheat the grill and oil the grill grate, if nessessary.
Place the hot dogs onto the grill over indirect heat and cook until heated through. Move the hot dogs directly over the flame for about 30 seconds to one minute to char the hot dog, if desired.
Place the hotdog buns onto the grill over indirect heat. Grill until the buns are heated though and have developed grill marks. Remove the buns from the grill and place on serving plates.
Assemble the hot dogs by placing one hot dog into each bun. Top each hot dog with ¼th of the mozzarella cheese, buffalo sauce, crumbled blue cheese, and garnish with chopped scallions. Serve immediately.