I think making a consistent bun shape would basically entail pressing raw chicken nugget paste into a mold, cooking it, then dunking it batter and frying it. It would probably need added grain to make it stick together too.

If they didn't do that then I can't imagine it would have consistent shape or hotdog-bun qualities, and in fact would probably be something like two small pieces of fried chicken joined with breading, with a hotdog sticking way the fuck out to either side. Like the original double down was awful, it was two tiny pieces of chicken and a strip of bacon, so it was basically just two small chicken sandwiches without any bread. I'm imagining this as basically that, except it's awkwardly sitting to either side of a comparatively larger (but still normal size) hotdog, one of the shitty ones with faux cheese product injected into it.