I the intention was to grill the hot dog later, would you guys lean one way or another on the casings?
If you plan to smoke it first no matter what and then later reheat/recook on the grill, the casting doesn't really matter.
If you plan stuff and then freeze to then figure out if you are going to smoke or grill to cook, then you can only go natural casing. I would not stuff and freeze any other type of casting with raw meat to cook later.
Yearly I would stuff cured pork franks into natural castings, link, cut and then vac seal about 5 big links per vac seal bag.
When I wanted to eat them I would defrost and either smoke in the smoker laying on racks OR just grill them like they were fresh sausages. It works well to have the options. I grilled most of them.
With my cellulose smoked sausages I smoke them so they are cooked then vac seal them.
I defrost in the fridge for 1 day and then reheat them in the microwave or on the grill. Works both ways.
The thing about cellulose casings for me are that you MUST smoke them soon after stuffing them.
So if stuffing and smoking are not within about 2 days of each other then I would not recommend cellulose.
The pro for Cellulose is they are super easy to use, stuff, remove, and create skinless sausages for any reason you may not care for natural casing sausages :)