The cover of Hot Dog magazine is the word HOT DOG and some clip art, so I'm not wasting your time.
This site says:
Naro and Zita Lockford were a French brother-sister adagio act who came over to the U.S. in the early 20s from the Folies Bergere. In 1922 the two appeared in the Broadway show The Rose of Stamboul, and for at least the next four years they were a big time vaudeville staple. In 1928, Naro was telling the papers that Zita has retired and returned to France.
Zita's great-niece has a theater piece about them. Nice that they're remembered.