Spoon mayonnaise into your popsicle mold and freeze for an hour or until completely frozen.
Remove the mayonnaise popsicles from the freezer, slide two of them onto each corn dog stick and freeze for another 30 minutes or until the two separate pieces are frozen together.
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.
Transfer corn dog batter to a tall glass and dip the mayonnaise popsicles one by one into the batter.
Fry corn dogs for 2 minutes or until golden brown.
Drain corn dogs on paper towels, and serve with even more mayonnaise, ketchup, mustard or your preferred dipping sauce.