Prepare the grill for direct and indirect heat and preheat to medium.
Brush the hot dogs with oil. Brush grates on the direct side of the grill with oil. Grill the hot dogs for 3-4 minutes or until just charred, turning frequently.
Place the grilled hot dogs in the hot dog buns, sprinkle on about 3 tablespoons of crushed tortilla chips on each and top with about ¼ cup of cheese. Place a double layer of heavy-duty foil on the indirect side of the grill. Put the hot dogs on the foil, placing them close to each other. Close the lid and cook for 5-6 minutes or until the cheese is melted.
Top with jalapeño and avocado slices and drizzle with sour cream.