Make the campfire hot dogs: In a medium bowl, whisk to combine all sauce ingredients. Preheat the grill or grill pan on medium heat.
Build skewers by alternating hot dogs, pineapple, peppers, and red onion. Brush all over with sauce and place on a preheated grill.
Grill on medium heat, flipping every couple minutes and basting with remaining sauce, until skewers are charred, about 8 to 10 minutes total.
Meanwhile, in a food processor, pulse feta, garlic, lemon zest, and lemon juice until the feta is broken up into small crumbs, 10 to 15 seconds. Add ricotta and a pinch of kosher salt and pulse until combined, 10 to 15 seconds more. Scrape down the sides of the food processor with a spatula. With the motor running, drizzle in oil and process until mixture is smooth and fluffy. Transfer to a small bowl and fold in basil and mint. Refrigerate until ready to use.
Grill zucchini, undisturbed, until deep char marks form, 3 to 4 minutes. Turn and continue to grill until marks form on the other side, 3 to 4 minutes.
Arrange the zucchini and top with whipped ricotta, walnuts, and sea salt.
Enjoy the campfire hot dog, with grilled zucchini, and sweet ice tea!