I have a book about cooking on a stick, and can't find it anywhere right now.
One we tried was to put a hot dog on a stick, then wrap bread stick dough around it in a spiral (the spiral has to touch to stick together, we decided, and you should roll the bread stick dough between your hands to make it longer before you start). Roast over coals, turning almost constantly to keep the cooking even, until the bread is golden and cooked though. The hot dog will be hot through by then, too.
Cub scout pies take a bit of work before hand. You need a tool to cook the "pie shell" which is actually a biscuit shell. Use 2-3 ft dowels for handles, put a 2" length of 2" diam dowel on the end (drill the 2" diam piece and glue the smaller dowel into the hole--do NOT use hot glue!!!). Coat with vegetable oil and let it soak in before using. To use, wrap canned biscuit dough around the fat end, making a fairly even and smooth coating. You are trying to bake a cup or little tart shell. roast over coals, turning almost constantly to keep the cooking even, until the biscuit is golden and cooked through. Kids often hold the biscuit too close to the coals or flames and cook the outside while the inside is still gummy, so watch them carefully. When the biscuit is done it should come off the cooker without much fuss (just like a cake or bread pulls away from the sides of the pan when done). FINALLY fill with canned pie fillings of choice and top with a squirt of canned whipped cream. We have kids all the way down to Tiger (first grade/6 years) successfully doing this.
I found a site where there is a description of this, and pictures, except that they used the fat dowels for the whole stick.
http://www.plasticjungle.com/blog/2011/ ... irerecipe/Catherine