English has no central authority, so the lines between grammar and style can get fuzzy. Most guides would say you need an "and" after the second comma, but some make an exception if the clauses are "very short and alike in form". See Wikipedia's article Comma splice if you are interested in the pedantics. https://en.wikipedia.org/wiki/Comma_splice
You still didn't answer: am I supposed to write "I'm eating a hot dog she's listening to radio" without a comma for that sentence to be grammatical? Or am I supposed to always insert "and" into it?