In a medium mixing bowl, whisk dry ingredients together.
In a small bowl, mix egg, milk and oil together then add to dry ingredients. Stir until just moistened.
Prior to dipping hot dogs into the batter, make sure to dry each one off with a paper towel.
Next, dip each piece into the batter, covering it completely and then adding it immediately to the heated oil with a spoon.
Cook until golden brown on all sides and then remove and place on a plate lined with paper towels. Fry about 6 at a time for even frying.