In a large bowl, stir together the flour, cornmeal, sugar, baking powder and salt. Make a well in the middle, and add the buttermilk, egg and baking soda; whisk until well blended.

In a deep, heavy pot, heat enough oil to accommodate the corn dogs (depending on if you want to make big long ones, or cut them in half to make shorter ones, which are more manageable) until it’s hot, but not smoking. You’ll know when it’s hot enough by dipping in a piece of bread or a bit of cornmeal batter – it should start sizzling right away. If the oil is too cool, they will take too long to cook and will absorb too much oil, making them heavy.

Stick a wooden stick into the end of each hot dog (cut them in half first if you like), and dip them in the cornmeal batter to coat. Place them no more than two at a time (you don’t want to crowd the pot, or it will cool down your oil) into the hot oil, and turn them as they need it until they are golden. (When they are nice and golden they are done – the hot dogs should be well heated, but since they are already cooked you don’t have to worry about properly cooking them all the way through.) Remove with tongs and set aside on paper towels.