Mix the cornmeal, flour, salt, sugar and baking powder together. Add the milk and egg then whisk together. Don’t worry too much about lumps, just make sure the dry ingredients are wholly incorporated. You can transfer to a glass or thin jug to make it easier to dip the hot dogs in batter.
Heat the oil in a large heavy bottomed pot or Dutch Oven - I typically use about 600ml of oil and fill my pot to about 10cm/4 inches. The oil should be 175°c/350f - if you don't have a thermometer you can test it by carefully sticking the end of a wooden spoon into the oil. If you see bubbles around the end of the spoon then the oil is hot enough for frying.
Cut the hotdog sausages into thirds and roll in plain flour so they are lightly dusted.
Skewer the hot dog pieces one at a time with a fork or cocktail stick. (I prefer to use a wooden cocktail stick as I find it easier to just drop it in the hot oil. Once cooked you can reuse the sticks.)
Dip each hot dog piece into the batter and make sure it is fully and evenly covered. Allow any excess batter to drip off by holding it over the mixture for a couple of seconds.
Drop in the hot oil and cook each nugget until golden, about 2-3 minutes. Flip them over halfway with a set of tongs to ensure even cooking.
Cook the nuggets in batches, making sure you don't crowd the pan and that none of the nuggets touch each other while frying. Drain the nuggets on a plate lined with paper towels and serve while still warm, ideally with ketchup and mustard for dipping!