I give you this How To for one good reason: you'll need to know it if you ever meet a person from Chicago who goes on and on about how they have the only real kind of hot dog and trust me: THEY ALL WILL. It's like some disease they all have, this urgent need to tell you that the way you like your hot dog is wrong wrong wrong, so then they'll go into excruciating detail about all this folderol they put on a hot dog and then they have a near-death experience if you tell them you don't have any poppyseed buns at your local grocery store. It's sort of like if you try to give me "beef BBQ" (as if such a thing even exists!) and then you get a fifteen-minute lecture about the Divine Providence of North Carolina pork BBQ.
Anyway! By the time you go round up all of these crazy ingredients, you'll have spent the equivalent of a Southwest airline ticket to Chicago Midway, so you might as well just do that and de-plane and go get one of these damned things in the concourse and then just get back on the plane and go home.