Detroit-Style Coney Dogs Where I come from no Tigers game is complete without a Detroit Coney. It's a grilled, natural-casing hot dog, loaded with chili sauce, mustard, and onions. Yummy...Detroit-style yummy! Submitted by Ashley Schulte Tested by Add Photo 5 5 5 5 Cook Mode (Keep screen awake) 4 hot dogs with natural casings 1 (10 ounce) can chile sauce without beans 4 tablespoons prepared yellow mustard, or to taste Gather all ingredients. Preheat an outdoor grill for medium-high heat.