Combine cornbread mix, cayenne, onion powder, salt, sugar, dijon and buttermilk in a large bowl. Stir and let sit for 10 minutes.
Meanwhile, roll the hot dog halves in cornstarch and place the hot dog halves onto the skewers until the tip of the hot dog is aligned with the tip of the skewer.
Meanwhile, fill a small saucepan with enough canola oil to fully cover the corn dogs when they are placed in the pan. Leave at least 1 1/2 inches of space at the top of the pan. If both of these requirements cannot be met, use a different pan.
Once the oil has reached 360-375 degrees, batter three to four skewered hot dogs. Lightly tap the side of the skewers on the edge of the bowl to allow excess batter to drip off. Make sure the entire hot dog is covered in batter.
Immediately place them in the heated oil, spacing them evenly around the pan. Cook for 2 minutes, or until golden.
Remove and place on a cooling rack. Place a baking sheet or paper towel underneath the rack to catch excess oil.
Continue this process until all corn dogs are fried.
Serve with a variety of condiments like yellow mustard, ketchup or hot sauce.