Special equipment: a deep-fry thermometer; twelve 6-inch wooden skewers
For the batter: Whisk together the cornmeal, flour, granulated sugar and salt in a large bowl. Whisk together the milk and egg in a small bowl. Pour the egg mixture into the flour mixture and stir until combined. At this point, you can leave the batter plain or you can add the ingredients for the sweet, spicy or herb-mustard options.
For the corn dogs: Fill a deep, medium pot a little more than halfway with vegetable oil. Attach a deep-fry thermometer and bring the oil to 350 degrees F over medium-high heat. Preheat the oven to 250 degrees F.
Fill a tall glass about three-quarters full with some of the batter. Push the pointed end of a 6-inch wooden skewer about halfway through each sausage. Line a baking sheet or large plate with paper towels.
Once the oil is hot enough, dip 1 sausage in the glass of batter until fully submerged and completely coated. Let any excess drip off, then dip completely in the hot oil, holding it by the skewer for a few seconds until the batter is set. Then let it go to bob and fry in the oil. Continue dipping in batches so you're frying only 2 or 3 at a time, turning the corn dogs in the oil as needed with tongs and adjusting the heat as necessary to maintain the temperature, until deep golden brown, 4 to 6 minutes. Let the finished corn dogs drain on the paper towel-lined baking sheet, then transfer to the oven to keep warm while you dip and fry the remaining batches. Fill the glass with more batter as needed.
If making the sweet version, dust each corn dog with confectioners' sugar. Serve with desired dipping sauces.
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Cook's Note: When measuring flour, we spoon it into a dry measuring cup and level off the excess. (Scooping directly from the bag compacts the flour, resulting in dry baked goods.)
Make cornmeal fritters from any extra batter. Scoop tablespoonfuls of the batter, and fry in oil at 350 degrees F until golden brown, 5 to 6 minutes.