1. Slide the merguez sausage pieces onto wooden skewers. If using hot dogs, skewer them whole.
2. Whisk together the flour, cornmeal, sugar, salt, baking powder, baking soda, and black pepper in a bowl. Stir in the milk and egg until smooth.
3. Heat the oil in a heavy-duty pot until is reaches 360ºF (182ºC).
4. Dip the hot dogs or sausage into the batter a few at time. Only dip as many as will fit into the fryer pot at once. Make sure the coating is relatively smooth. Fry the sausages or hot dogs until the coating is golden brown. Don’t overcook, as they will continue to brown as they cool.
5. Drain on paper towels and fry off the rest of the sausages or hot dogs.
Serve with mustard or ketchup, or harissa mayonnaise (mix harissa with mayonnaise, to taste).