With all the fun and not the calories you find this recipe is fun and even the most macho man will have no problem gobbling this lightened up version of The old fried kind. Yor don’t have to tell him they are healthy. stick or no stick kids go for through a plate full in no time.
Warm the milk to about 110 degrees in a saucepan; pour into a medium bowl. Sprinkle in the yeast and let soften for about 2 minutes. Stir in the olive oil, brown sugar and cornmeal with a wooden spoon. Add the flour, salt, baking soda and cayenne pepper; stir to make a sticky dough.
Turn the dough out onto a lightly floured surface and knead, adding more flour if needed, until smooth but still slightly tacky, about 5 minutes. Shape the dough into a ball, place in a lightly oiled bowl and cover with plastic wrap. Let rise in a warm spot until doubled in size, 45 minutes to 1 hour. Meanwhile, insert a wooden stick or small skewer into each hot dog half, about 1 inch deep; set aside.
Preheat the oven to 450 degrees and lightly oil a large baking sheet. Turn the dough out onto a lightly floured surface; divide into 18 pieces. With your palms, roll each piece into a 10-inch length. Wrap each piece around a hot dog half, tucking and pressing the edges to seal; place on the baking sheet.
Brush the dough-wrapped dogs with the beaten egg; sprinkle with sesame seeds, if desired. Bake until golden, 15 minutes.