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.
Step 2: Ooooooh, I just sliced a fingertip...
Prep the hot dogs by cutting or breaking them in half.
Find the flatter portion of the end of the hot dog.
Slice across the top to define the cuticle of the nail.
Continue to score a light cut around to define the fingernail.
On the bottom side, place your finger next to the hot dog for reference.
Where your finger bends, score a light incision in the hot dog to define the crease of the finger joints.
When it cooks, the joints will swell up a bit and will look like the finger joints.
I just cut some slits into the cut end of the hot dog to splay it out a bit. It will help the hot dog grab on to the batter better.