- Combine flour, cornmeal, sugar, baking powder, and salt in a medium bowl.
- With a pastry blender, cut vegetable shortening into flour mixture until there are fine crumbs.
- Add egg and milk and blend well.
- Pour vegetable oil to a 2 inch depth in a deep fryer or large saucepan.
- Heat to 375°F.
- Pat frankfurter dry with paper towels.
- Insert a toothpick into the center of each frankfurter.
- Dip each frankfurter into batter and then into hot oil until golden brown.
- Drain on paper.