Mix all the sauce ingredients and store in the fridge until ready to use.
Preheat frying oil to 350.
Combine the cornmeal, flour, sugar, baking powder, baking soda, salt, paprika, and cayenne in a large bowl. Stir.
Add the onion, jalapeno, garlic, milk, and egg and stir until fully mixed.
Put the dusting flour in a shallow bowl. Add about 5 of the mini hot dogs to the flour and roll them around.
Shake all the excess flour off as good as you can, then transfer to the cornmeal mix.
One by one, use a spoon to get a hot dog out of the batter so that it is still fully coated, and drop it into the hot oil.
While the first 5 are frying, you can start dusting the next batch with flour and add them to the cornmeal.
Make sure to rotate the hot dogs in the hot oil as they cook so they brown evenly.
When they are nicely golden brown, transfer to a drying rack and sprinkle with some salt.
Serve with the sauce.
