Soak wooden skewers on a shallow bowl of water for 30 minutes; drain.
Heat a skillet over medium-high heat; saute sausage links, turning every 2 minutes, until cooked through and browned, about 6 minutes. Thread each sausage onto a wooden skewer.
Whisk maple syrup, cinnamon, and 1/4 teaspoon cayenne pepper together in a saucepan over low heat until warmed, 2 to 4 minutes. Remove maple dip from heat.
Heat about 2 inches of oil in a deep-fryer or large saucepan to 360 degrees F (182 degrees C). Line a baking sheet with paper towels.
Whisk flour, cornmeal, sugar, baking powder, chili powder, and 1/4 teaspoon cayenne pepper together in a bowl. Add milk and egg; whisk just until batter is smooth. Pour batter into a tall water glass to 3/4 full.
Dip each sausage into the batter, swirling and dipping to evenly coat.
Place the battered sausages gently in the hot oil, 4 at a time; cook, turning every 30 to 60 seconds, until evenly browned, 3 to 4 minutes. Adjust heat as needed to maintain 360 degrees F (182 degrees C). Transfer corn dogs to the paper towel-lined baking sheet. Serve with the maple dip.
You can keep the cooked corn dogs warm in an oven preheated to 200 degrees F (90 degrees C) while you are making the rest, if you wish.
Nutrition data for this recipe includes the full amount of batter ingredients. The actual amount of batter consumed will vary. We have determined the nutritional value of oil for frying based on a retention value of 10% after cooking. The exact amount will vary depending on cooking time and temperature, ingredient density, and specific type of oil used.