koira or kuuma koira is a bit of a weird translation for hot dog. Maybe it's a regional difference, but I've never heard 'hot dog' translated as 'koira' or 'kuuma koira' in Finland- it's usually translated as 'hodari', e.g. https://yhteishyva.fi/reseptit/hodarit/recipe-21438
While hodari is the most common word, you hear also kuuma koira relatively often at least in the western parts of the country.
While hot dogs have been on the menus of grillikioski all the time, my observation is, that they went largely out of fashion at 1980's when kebab restaurants arrived. But hot dogs made a comeback a couple of years ago. And no, we don't put remoulade on them as Danes do.