Gather all of your ingredients and tools together before beginning, to make the process easier.
In a medium bowl, mix together the flour, cornmeal, baking powder, sugar, and salt.
Stir in the beaten egg, milk, and melted shortening. Don't over mix.
Pour the batter into a tall glass (a pint glass works well, you want it tall and narrow so the hot dog fits).
Heat the Oil
Fill a frying pan about ¾ full with the vegetable oil. Start heating the oil over medium-high heat (You will want the temperature to reach 350°-375°F before frying).
Prepare the Hot Dogs
While the oil is heating, insert the wooden skewers into the frankfurters/hot dogs lengthwise. Be sure the hot dogs are dry (pat with paper towels to remove excess moisture) Set aside.
Fry the Hot Dogs
When the until oil reaches 350°-375°F, dip the frankfurters/hot dogs in batter until well coated. You may need to roll them in the glass to get the entire hot dog coated.
Fry 2 to 4 corn dogs (depending on the size of your frying pan) at a time until lightly browned, about 3-4 minutes, turning them frequently. Tongs may help with this.
Remove using a slotted spoon or tongs. Drain the corn dogs on paper towels.
Serve with mustard or other favorite dipping sauce.
Notes
You can use all beef, or even turkey hot dogs, or other varieties of links as you prefer.