Combine the cornmeal, flour, sugar, mustard, baking powder and salt, mixing well. Add the milk, egg and shortening, mixing until very smooth. Pour the mixture into a tall glass. Put the frankfurters on sticks. Dip them into the cornmeal batter to coat them evenly. Deep fry in oil heated to 375 degrees unti l golden brown, about two minutes. Drain on paper towels.