Sounds like you got too much flour in the batter. It can be tricky measuring that flour, just make sure you don't pack it down. If your batter does get too stiff, just add a little milk to it till you get it back to the right consistency.
I love corny dogs and one of my favorite easy suppers consists of frying some up and serving with Ranch Style beans and Frito's.
Here's my recipe:
1 cup flour
1 1/2 t.baking powder
1/2 t. salt
2 T. sugar
3/4 cup cornmeal
1 egg, well beaten
3/4 cup plus 2 T. milk
I mix my dry ingredients together in a bowl. I have a 2 cup glass Pryex measuring cup with measurements on the side that I measure my milk into and then I add the egg to the milk and whisk it up really good. (saves an extra bowl) and pour it into the dry ingredients and mix together.
Insert skewers into 8 frankfurters. Dip franks into batter. Drop into deep fat and fry until golden brown.
Personal notes here: Make sure your wieners are dry. You can even roll them in flour if you want before you drop them into batter. Hold above the bowl after you dip them in and roll them around getting off excess batter. Make sure your grease is hot and you have a big enough skillet that they have room. When they hit the hot grease, they need to start rolling. Sometimes you might have to help get them started by using tongs and twirling the protruding stick, but if the grease is at the right temp, they should start on their own. Just make sure they do roll or else you'll end up with lop-sided, funny looking and sometimes too much crust on one side.
Like I said earlier, if the batter becomes too stiff, just add some more milk to it. Easy does it though or you can wind up with it too thin.
Lots of times, I don't cook but a few corny dogs up, so have batter left over. I save it in the refrigerator for use the next day and always have to add some milk to it then to thin it back down.
Personally, I think this is just one of those things that sometimes takes a little practice. Don't give up on it, you be happy you conquered it and your kids will dang sure be happy! Can you hear it now. . . please, Mommy, please, can you fix corny dogs?
Believe me, you can do this and they are so much better than the frozen, store-bought ones.
Good luck!