How to Make It
Preheat frying oil to 350°F to 375°F in a large Dutch oven. Using an apple corer or paring knife, remove center of pickles (about the size of a hot dog). Discard pickle centers; dry pickles well on paper towels. Set aside.
Using a smoothie straw, remove center of each hot dog. Cut cheese stick lengthwise into 4 strips. Stuff each hot dog with 1 of the strips of cheese. Place stuffed hot dog inside each prepared pickle. Place skewer firmly in center of stuffed pickle; pat dry, and set aside.
Whisk together corn meal, flour, sugar, baking powder, salt, and pepper in a medium bowl. Stir in milk, egg, and hot sauce until well combined. Pour batter in a tall cup or pitcher.
Dip each stuffed pickle in batter, and coat well. Carefully place directly in hot oil. Fry 2 at a time, turning occasionally until evenly medium golden brown, 4 to 5 minutes. Drain on paper towels. Repeat with remaining corn dogs. (If necessary, break off bottom of skewer carefully to fit in Dutch oven.) Let stand 3 to 5 minutes. Serve with mustard and ketchup, if desired.