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In a medium bowl, whisk together all marinade ingredients.
Place frog legs in a large zip lock bag. Pour marinade into bag with frog legs and marinate for 12 to 24 hours in the refrigerator.
Make the creole dipping sauce: In medium sauce pan over medium-high heat, heat the olive oil and butter.
Add the onion, garlic, lemon juice, and parsley. Sauté until the onions become translucent, about 5 minutes. Add the cream and bring the mixture to a simmer.
Continue cooking on low heat (stirring occasionally) until the cream reduces by half, about 10 minutes.
Add the mustard and continue stirring until fully incorporated. Move the pan off the heat and keep warm, until frog legs are ready to serve.
When ready to cook, start the Traeger on Smoke with the lid open until a fire is established (4-5 minutes). Turn temperature to 450 degrees F and preheat, lid closed, for 10 to 15 minutes.
Remove frog legs from marinade and place on grill. Grill for 4 minutes, gently flip legs over, and continue to cook until the internal temperature of the frog legs reaches 160 degrees.
Remove from grill and serve with Creole Dipping Sauce.