Preheat oil in a large, heavy pot over medium-high heat.
Mix flour, cornmeal, sugar, baking powder, baking soda, salt and pepper in a large shallow bowl. Mix together milk and egg in a small bowl and then whisk gently until fully combined.
Once the oil reaches 360 degrees, thread hot dogs on the skewers. Dip each in batter, rolling until fully coated, and quickly drop entire stick into oil. Fry, two at a time, for 4 to 5 minutes. Drain on paper towels. Repeat for remaining corn dogs. Serve warm, accompanied by ketchup and mustard.
Recipe from On a Stick! by Matt Armendariz/Quirk Books, 2011.