Step 1: Down home cookin...
Any kind of hot dogs. The good ones with real skin casings are preferable.
Corn muffin mix. You can prepare it from your favorite family recipe that has been passed down through generations or else rummage through the pantry. I found some all-in-one pancake mix and some coarse cornmeal that I use to dust pizza bottoms.
A frying instrument. I use a cast iron pan(it's some kind of heavy thick black steel or iron alloy) and canola oil - use an oil with a high temperature resistance or smoking point for good frying.
CAUTION: Know how to use knives safely and frying with hot oil can be dangerous. Baking this would not yield the greasy goodness.