Heat the vegetable oil in a deep fryer or large pot to 350°F (175°C).
In a large bowl, whisk together the flour, cornmeal, sugar, baking powder, and salt.
In a separate bowl, beat the egg and then mix in the milk.
Combine the wet and dry ingredients, stirring until just combined.
Fold in the shredded cheddar cheese.
Pat the hot dog pieces dry with a paper towel to ensure the batter sticks.
Dip each hot dog piece into the batter, ensuring it is fully coated.
Carefully place the coated hot dog pieces into the hot oil, frying in batches to avoid overcrowding.
Fry until golden brown and crispy, about 3-4 minutes.
Remove the bites from the oil and drain on a paper towel-lined plate.

Serve warm with your choice of dipping sauces.

For a spicy kick, add a teaspoon of cayenne pepper or a few dashes of hot sauce to the batter.
Experiment with different types of cheese, such as pepper jack or mozzarella, for a unique flavor.
For a healthier version, try baking the bites in a preheated oven at 400°F (200°C) for about 15-20 minutes, or until golden brown.
For a gluten-free option, substitute the all-purpose flour with a gluten-free flour blend.