Mix the cornmeal, flour, salt, cayenne pepper and chilli.
In a separate bowl, combine the onion, and milk.
Add the dry ingredients to the wet ingredients all at once, and stir only enough times to bring the batter together.
Leave for 10 minutes.
Roll each hot dog in the cornflour, then carefully place a skewer through the sausage.
Pour enough batter to almost fill a pint glass, refill the glass as needed.
Dip the hot dog in and out of the batter.
Immediately and carefully place each hot dog into the oil, and cook until coating is golden brown, about 4 to 5 minutes.
When nicely browned remove and drain well, season well with salt and pepper.