I'm know this is sacrilege here (I own a Midway roller so this is a big statement) but if you're looking for the best tasting dogs it goes first grilling over flame, second grilling over gas, third air fryer, fourth roller. Anyone who talks about a pot of boiling water (without grilling to brown) is... wow, indescribably wrong.
You can't beat the convenience and awe-inducing spectacle of a good roller setup, but if you don't have that the next best quality+convenience combo would be to dump a package into the air fryer and get them browned up nice. Then you can do the wrap in a bun in a foil pouch to keep warm in the oven or whatever if you want, but you could probably just leave them in the air frying after they're cooked and no one will care. I was amazed at how good they come out of the air fryer.
That said, this is still about 10x more work than I want to put in on poker night so just get a good roller setup please!
Source: I'm a fat guy from Wisconsin who loves brats