Step 1: In a bowl mix together flour, cornmeal, baking powder, sugar, salt, milk, cayenne, jalapeno, and onion.
Step 2: After mixing, add shortening and mix well. Gently stir in egg until mixture is smooth.
Step 3: Stick a toothpick into the end of each wiener, leaving about one inch of toothpick exposed. Dip each weiner into the corn batter until it is evenly covered.
Step 4: Drop each one into deep fryer and cook until coating is a golden brown color. Remove from the oil and drain on paper towels.
Step 5: Serve with a spicy mayo dip.
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