Note: Our own Erin Zimmer just returned from ten days eating and drinking her way around Greece and will be sharing her adventures with us all week as Snapshots from Greece. —Ed.
I didn't spot a single hot dog cart in Thessaloniki, but there were a few umbrella-shaded vendors selling koulouri, or biscuit-like rings covered in sesame seeds. They are bagel-shaped, or maybe bagels are koulouri-shaped, considering these date back to the Byzantine era. Unlike bagels, they yield more of a crunch than a chew, along the lines of biscotti.
In Greek, they are known as "κουλούρι," and could probably be classified as somewhere between a cookie and bread with a hint of sweetness. The sesame seeds add a nice nuttiness and, of course, everything is more fun to eat when it's ring-shaped.