To make the sauce: saute the onion for five minutes, until it's softened but not browned.
Add the rest of the ingredients and bring to a simmer. Cook for about 45 minutes, until reduced and thickened.
Cool and refrigerate until needed.
corn dogs
For the corn dogs, pour the oil to a depth of about 2 inches in a saucepan. Heat to 350F degrees.
While the oil is heating spear the mini sausages onto long toothpicks or cocktail skewers, set aside.
To make the batter, whisk the dry ingredients together in a mixing bowl
Beat the egg and buttermilk together and add to the dry ingredients. Mix well. If the batter seems too thick for dipping, add a little more buttermilk.
Working with 2 at a time, dip the mini dogs in the batter, swirling around to completely coat, then tap off the excess and drop into the hot oil, stick and all. Fry a few at a time, stirring gently to ensure that they brown evenly. They will fry to a golden brown in about 2 minutes.
Set the dogs on a rack or paper towel to drain while you fry the rest.
Serve hot with the onion sauce on the side for dipping.
Notes
I didn't have any trouble getting the batter to stick to the dogs, but if you do, lightly dust them with a little flour or cornstarch first. If you're wondering whether you can do a baked version, I tried and wasn't happy with the results. Even with a thicker batter, it slides down off the dog before it can cook in the oven.*The corn dogs are adapted from the NYTand the onion sauce is adapted from Food.com