Yes, if you want to avoid biting into a wet, soggy bun. With this saucy topping, regular hot dog buns can get soggy and are in need of a sturdy base. By toasting your hot dog buns, it gives a more solid base and helps keep the toppings from falling out of the bun. More importantly, since the kimchi mixture is incorporated in different liquids, it is going to be wet. Toasting the inside will keep the liquid from saturating the bun and create a more desirable texture.