Crossword Genius

What the stolen pet was given to eat? (3,3)

Ross

I believe the answer is:

hot dog

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'what the' is the definition.
I can't tell whether this definition defines the answer.

'stolen pet was given to eat?' is the wordplay.
I cannot quite see how this works, but
'stolen' could be 'hot' (stolen goods are 'hot') and 'hot' is found within the answer.
'pet' could be 'dog' and 'dog' is present in the answer.
No letters remain.
This explanation may well be incorrect...

Can you help me to learn more?

(Other definitions for hot dog that I've seen before include "Meat in roll" , "Sausage in bread roll for thermal canine" , "Fast food - panting spaniel?" , "Long roll containing sausage" , "Item of fast food" .)

I've seen this clue in the Evening Standard.
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