around hot dogs and use S&B wasabi sauce on them, that makes them more nutritious than with a bun, right?

there would be less calories, though... so it would be "better for you" (whatever that means) but give you less energy. To me the word nutritious is linked to energy/calories.

It actually sounds like it might be good.
I tried hot dogs in corn tortillas with grated cheddar, shredded cabbage, guacamole, and salsa. I felt healthy after eating it - not the guilt I usually feel after eating a hot dog.
I wouldn't necesarily say "more nutritious." That's a relative term. It really deoends on your total diet. If you eat that hot dog on a bun, but the rest of the day you have things like fresh fruit, whole grains, steamed veggies, little fat, and tha tsor tof stuff, then you haven't lost much.
Hot dogs are not exactly low in calories, fat, or salt. A cabbage leaf or two is not going to offset much. If your hot dog bun were an enriched whole wheat, you'd be losing vitamin B and fiber. Getting rid of the bun means you will lose some calories and fat. That wasabi sauce probably adds more salt.
A single leaf of Chinese cabbage does have a decent amount of vitamins A & C.

Just went to a Chinese vegetarian resturant in Penang island,Malaysia for dinner where we ordered a "mutton" curry, deep fried sweet and sour "pork ribs" apart from the usual mixed stir fried veg and "tow foo" in claypot with "prawns" and "squid" all made from soya bean and dried tow foo skins.Damed good meal it was and the meats and seafood all tasted just like the real stuff.