In large bowl combine flour, cornmeal, sugar, baking powder, dry mustard, and salt. Cut in the shortening until mixture resembles fine crumbs. In a blender combine milk, blue cheese, and egg; cover and blend until almost smooth. Add egg mixture to flour mixture along with bacon; mix well. (Batter will be thick.)

Meanwhile, heat 1 inch of oil in a heavy 10-inch skillet over medium heat to 365 degrees F. (should take about 15 minutes).

Insert skewers into ends of franks. Holding onto skewers, hold franks over bowl of cornmeal mixture. Spoon cornmeal mixture on franks and slightly spread to completely cover. Place coated franks, 3 or 4 at a time, on their sides in hot oil. Turn franks with tongs after about 10 seconds of cooking to prevent batter from sliding off. Cook for 2 to 3 minutes more or until golden brown, turning to brown evenly. Remove and drain on a baking sheet lined with paper towels. Keep warm in a 200 degrees F. oven while frying remaining franks. Serve warm with honey mustard and/or Blue Cheese Dip. Sprinkle parsley. Makes 12 appetizer corn dogs.

In medium bowl combine 2/3 cup mayonnaise, 1/4 cup dairy sour cream, 2 ounces crumbled blue cheese, 1 teaspoon Worcestershire sauce, and 1/8 teaspoon ground black pepper. Cover and chill until ready to serve.

Make these fresh. Skewer hot dogs ahead of time, cover and refrigerate. Once fried, corn dogs can be kept warm in a 200 degree F oven up to 30 minutes.