Combine all the ingredients for the salsa in a medium mixing bowl. Cover the bowl with plastic wrap and refrigerate until ready to use.
Pre-heat a lightly oiled grill or grill pan over medium-high heat. Lightly score each hot dog crosswise with a sharp knife. Grill the dogs for about 8 minutes, turning them every 2 minutes or so, or until lightly charred in spots.
Place the buns cut side down on the grill just until grill marks appear, about 1 minute.
Nestle each hot dog in a bun. Smother with peach-jalapeño salsa and sprinkle with goat cheese if using. Dig in.