Step 1: Prepare Batter : In a mixing bowl, combine cornmeal, flour, sugar, baking powder, and salt. In another bowl, whisk together milk, egg, and vanilla extract. Gradually add the wet ingredients to the dry ingredients, stirring until smooth. The batter should be thick enough to coat the hot dogs.

Step 2: Heat Oil : Heat vegetable oil in a deep skillet or pot to 350°F (175°C) if frying. Use enough oil to submerge the corn dog bites.

Step 3: Coat Hot Dogs : Insert a toothpick or small skewer into each mini hot dog. Dip each hot dog into the batter, ensuring it is fully coated.

Step 4: Cook : Frying: Carefully place the coated hot dogs into hot oil and fry for 3-4 minutes or until golden brown. Remove and drain on paper towels.

Baking: Preheat oven to 425°F (220°C). Place coated hot dogs on a greased baking sheet and bake for 12-15 minutes, or until golden brown.

Step 5: Serve : Serve warm with ketchup on the side for dipping.