YES, there was a hot dog stand at Broadway/East New York, right at the bottom of the escalators as I recall. There also were not one but TWO of them at Columbus Circle. The one you had mentioned, on the southbound IRT platform at the transfer to the IND, heated the hotdogs in a sort of glass box, using heat lamps. The other one was on the northbound IRT platform, also at the transfer to the IND. This one used a metal grilling machine, where the hotdogs would be placed between rotating, heated metal cylinders. I liked those better. That stand is still there, but the hotdogs are gone. They now sell newspapers, candy, and chips, like most of the other subway concession stands.