Where Frankfurter might be found doing well? (2,1,4)
I believe the answer is:
on a roll
'doing well?' is the definition.
(I've seen this in another clue)
I can't explain the remainder of the clue.
(Other definitions for on a roll that I've seen before include "Enjoying much luck" , "Having a series of successes" , "Being extremely jammy, maybe" , "Where ham may be" , "name could be found here?" .)