Butter each slice of bread on one side
In a pan over medium heat place one slice of bread face down followed by one slice of Cheddar, one slice of mozzarella, the sliced got dogs, the second slice of mozzarella, the second slice of Cheddar and finally the second slice of bread with the buttered side facing up.
Grill for three minutes per side or until golden brown.
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.
Place your grilled cheese into a bowl or shallow dish and pour corn dog batter over it making sure it's coated completely.
Scoop up your sandwich using a spatula and drop it into the fryer oil.
Fry for 3 minutes or until golden brown.
Drain sandwich on a paper towel and serve with ketchup, mustard or your preferred dipping sauce.