Take a piece of construction paper. Fold it in half the long way (hot dog), but make one side a little bit longer than the other.
Make small cuts along the folded edge. Make each cut about as wide as your finger. Do not cut all the way through the paper; leave about an inch at the bottom uncut.
Unfold the paper and then refold it the long way again, but in the other direction (aka invert it). It should still be a long hot dog shape, but the crease of the fold should be in the inside. Glue it in place with your glue stick.