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1
Warm the milk to about 110 F in a saucepan or in the microwave, then pour it into a medium bowl.
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2
Sprinkle the yeast over the warm milk and whisk to blend.
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3
Let the mixture sit for about 2 minutes to allow the yeast to dissolve.
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4
Stir in the olive oil, brown sugar and cornmeal with a wooden spoon.
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5
Add the salt, baking soda, cayenne pepper and all but 1/4 cup of the flour.
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6
Stir well to make a dough thats slightly sticky.
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7
Turn the dough out onto a lightly floured surface.
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8
Knead, using the reserved 1/4 cup flour and adding more flour if needed, until the dough is smooth but still slightly tacky.
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9
This will take about 5 minutes.
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10
Shape the dough into a ball and place it in a lightly oiled bowl, turning to coat the top of dough.
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11
Cover the bowl with plastic wrap and let the dough rise in a warm place until doubled in size, about 45-60 minutes.
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12
Preheat the oven to 425 F. Line a baking sheet with parchment paper.
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13
Turn the dough out onto a lightly floured surface; divide it into 16 pieces.
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14
With your palms, roll each piece of dough into a 10 length.
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15
Insert a wooden skewer about 1 deep into a hot dog half.
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16
Wrap a piece of dough around the hot dog, tucking and pressing the edges to seal.
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17
Remove the skewer and place the wrapped dog on the prepared baking pan.
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18
Repeat with the remaining dough and hot dog halves.
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19
Brush the dough-wrapped dogs with the beaten egg.
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20
Then sprinkle with sesame seeds, if desired.
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21
Bake at 425 F for 12-15 minutes or until golden brown.
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22
If desired, re-insert the wooden skewers 1 into each hot dog.
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23
Serve with your favorite toppings for dipping.
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24
Adapted from Food Network Magazine.
