Pour frying oil into pan or small pot and heat to 350 degrees F.
In a bowl, whisk together cornmeal, flour, sugar, baking powder, salt, and black pepper.
In a separate bowl, beat together egg and milk.
Combine egg mixture with flour mixture and mix until well combined.
Using a skewer, poke one end into a piece of hot dog. Dip into batter.
Carefully slide the coated piece of hot dog off of the skewer into the frying oil.
Fry on one side for about 3 to 4 minutes, or until golden brown, and flip to cook the other side for 3 to 4 minutes.
Remove and allow to cool on a paper towel covered dish.
Repeat steps 5 through 8 until all hot dog pieces have been cooked. Enjoy!