Cook burritos according to the directions on the package.
Heat oil in deep fryer or heavy skillet to 375°F.
In a bowl, combine cornmeal, flour, sugar, baking powder, salt and pepper. Stir in egg and milk.
Slide each burrito onto a corn dog stick. Depending on how big the burritos are, you may want to use two sticks per burrito.
Transfer corn dog batter to a tall glass and dip the burritos one by one into the batter.
Fry corn dogs for 5 minutes or until golden brown.
Drain corn dogs on paper towels, and serve with nacho cheese, hot sauce, sour cream or your preferred dipping sauce.
