Cut each baked potato (yep, you are going to cook already-cooked potatoes) in half hotdog-style and scoop out just a little bit of the flesh from the middle of each half (save the flesh).
Brush each potato with a bit of oil all around, then sprinkle with salt and bake on a parchment-lined baking sheet cut-side down for 20 minutes or until the skins are crispy.
Meanwhile, heat the oil in a skillet over medium-high heat and cook the hot dogs completely. Remove from skillet.
Lower the heat to medium and add more oil if needed. Cook the onion and carrot until soft, then add the remaining ingredients except potatoes.
Reduce the heat to low and cook, covered, for 20 minutes.
Transfer the sauce to a blender (along with that potato flesh you saved earlier) and blend until smooth.
Place the hotdogs inside a potato "bun" and serve the sauce on top of the hotdogs.