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1
Bring water, butter, and salt to a boil in a 4-quart heavy saucepan over moderate heat.
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2
Reduce heat to low and add flour all at once, then cook, beating with a wooden spoon, until mixture pulls away from side of pan, about 2 minutes.
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3
Transfer mixture to a bowl, then cool slightly.
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4
Add eggs 1 at a time, beating well with an electric mixer at medium-high speed (or beating vigorously with wooden spoon) after each addition (batter will be stiff).
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5
Add cheese and beat until combined.
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6
Put oven racks in upper and lower thirds of oven and preheat oven to 375F.
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7
Lightly butter 2 large baking sheets.
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8
Snip off 1 corner of plastic bag to create a 1-inch opening and transfer cheese mixture to bag, pressing out excess air.
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9
Twist bag firmly just above filling, then pipe 18 to 20 (2 1/2- by 1- by 3/4-inch) lengths, about 2 inches apart, onto each baking sheet.
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10
Bake, switching position of sheets halfway through baking, until buns are puffed and pale golden, about 30 minutes total.
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11
Make 1 1/2-inch lengthwise slits in tops of buns with a sharp paring knife and let dry in turned-off oven 10 minutes.
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12
While buns dry, heat a dry well-seasoned grill pan or heavy skillet over high heat until it smokes.
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13
Reduce heat to moderate and cook frankfurters, turning, until heated through and golden brown, about 5 minutes.
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14
Remove buns from oven and nestle a frankfurter in each opening.
