Demon steamers aka Devil Dogs are simply a really spicy hot dog and condiments. My favorite version:
1 bathroom air freshener
1 Louisiana style hot link
Bun
Hot Relish
Hot Mustard
Hot sauce of your choice
Take the bun and lightly toast it. While this is toasting, go ahead and activate the bathroom air freshener now so it fully kicks in on time. Take the toasted bun and spread a thin layer of butter on it, then dust the moistened bun with chili powder. Add a grilled hot link and condiments.
It is a good precaution to check the charcoal filter on your bathroom fan ahead of time also.