1. Combine cornmeal, flour, salt, baking powder, baking soda, cayenne, and sugar.
2. In a separate bowl, mix buttermilk and 3 tbsp. water. Add the dry ingredients and stir (mixture will be lumpy). Let rest 10 minutes.
3. Heat oil to 375° (check with a candy thermometer) in a high-sided 8-qt. pot. Insert a toothpick into the end of each mini sausage, leaving at least 1 in. of toothpick exposed. Remix the batter slightly, and transfer to a small, deep container.
4. Dip each sausage into the batter, holding the toothpick end, then carefully drop into the oil, frying only 3 at a time. Turn with a slotted spoon until golden. Transfer to a plate lined with paper towels.