Hot dog holder (4)
'hot dog holder' is the definition.
(I've seen this in another clue)
This is all the clue.
(Other definitions for bun that I've seen before include "A small cake, sweet and round" , "Small cake or bread roll" , "Sweet roll and hairstyle" , "One from Chelsea" , "Hairstyle, cake" .)
(Other definitions for roll that I've seen before include "Schedule" , "Drumming pattern" , "Official list of members" , "movement of ship" , "Press" .)