Mix together cornmeal, flour, baking powder, sugar and salt. Stir in milk, then add shortening. Gently stir in egg until mixture is smooth. Insert a toothpick into the end of each wiener, leaving about one inch of toothpick exposed. Holding each wiener by the toothpick, dip into the corn batter.
With a butter knife, spread the batter over the wiener so it is evenly covered. Gently drop the wiener into hot oil (360°) in deep fryer and cook until golden. Remove from oil and drain on paper towels. Serve warm with Dijon mustard. May be prepared, frozen, and stored in freezer bags. Heat frozen wieners for 8-12 minutes at 350°. Makes 48.