Combine cornmeal, flour, sugar, baking powder, salt, and pepper in a medium bowl; stir in milk and egg to make a batter.
Heat oil in a deep fryer or large saucepan to 375 degrees F (190 degrees C). Meanwhile, pat frankfurters dry and insert a skewer into each one. Roll frankfurters in batter until well coated.
Fry 2 or 3 corn dogs at a time in preheated oil until lightly browned, about 3 minutes. Drain on paper towels.
Notes
We have determined the nutritional value of oil for frying based on a retention value of 10% after cooking. The exact amount may vary depending on cook time and temperature, ingredient density, and the specific type of oil used.