I've never boiled hot dogs before grilling them because the grill cooks the hot dogs just fine for me without boiling them first.
But what's recommended by professional cooks is to simmer the hot dogs in some water for at least 5 minutes to add some moisture to the hot dogs before you grill them.
I should give that a try and see how much difference it makes.
So if you simmer the hot dogs for 5 minutes before grilling them then you're doing it correctly.
But you don't actually boil the hot dogs as in getting the water boiling hot while letting the hot dogs boil in the water because that would cook the hot dogs already.
Hot dogs are already cooked anyway so when you're grilling hot dogs you're just basically heating the hot dogs up.