It was introduced into game canon in a Japanese manual for Advance 3, and Unleashed has chili dogs being one of the highest XP-granting food items (with Chip even saying it's something Sonic really likes), but Sonic and the Black Knight is the first time Sonic has been seen eating a chili dog on-screen in the games. It allows Sonic go across vast chasms in a short period of time with the help of fire rings and pearls filled with energy.
Nitro Boost: The Speed Break/Soul Surge.Sonic & The: insert fantasy title right here.