Prepare the hot dogs: Insert a skewer into each hot dog, ensuring it goes through the center to make it easier to dip and fry. Stuff each hot dog with small cubes of cheddar cheese and finely chopped jalapenos. Use a small knife to create a pocket along the hot dog to hold the cheese and jalapenos.
- Make the batter: In a large bowl, whisk together cornmeal, flour, sugar, baking powder, salt, garlic powder, and paprika. In a separate bowl, beat the egg and then mix in the buttermilk and vegetable oil. Combine the wet and dry ingredients, stirring until a thick batter forms. Add more milk if the batter is too thick.
- Heat the oil: Heat oil in a deep fryer or large pot to 350°F (175°C). Test with a small amount of batter – if it bubbles and rises quickly, the oil is ready.
- Coat the hot dogs: Dip each prepared hot dog into the batter, ensuring it’s fully coated. If the batter doesn’t stick well, roll the hot dog in a little extra flour before dipping.
- Fry the corn dogs: Carefully lower the battered corn dogs into the hot oil, frying in batches for 4-5 minutes or until golden brown and crispy. Use tongs to remove the corn dogs and place them on a paper towel-lined plate to drain.
- Serve: Let the corn dogs cool for a few minutes before serving with mustard, ketchup, or your favorite dipping sauce.