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The closest thing we get to innovation at the grocery store is probably Trader Joe's pickle corn dogs, which aren't half bad, by the way. Korean hot dogs, however, completely reimagine the batter.
They even have a plant-based corn dog and Best Maid dill pickle corn dog. The best part is you can get a cocktail to go with from their full bar. Be sure to save room for the flaming funnel cakes.