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Step 1
Prepare the Fried Onions: Slice the onion in half lengthwise and slice very thinly using a sharp knife or mandolin. Place the sliced onion in a large bowl and cover in cold water. Allow the onions to soak for 10 minutes. Place the cornstarch in a separate medium bowl. Set aside a large plate lined with paper towels. Drain the sliced onions and place on a large clean kitchen towel and pay completely dry.
Step 2
Heat the oil in a medium heavy-bottomed saucepan (you want the oil to fill ⅓ of the way up the sides of the pot) until it reaches 365°F (185°C) - use a candy or frying thermometer to take the temperature.
Step 3
Dredge the sliced onions in the cornstarch and shake off any excess cornstarch. Fry the onions in batches, only frying a small handful at a time to avoid over-crowding the pot. Continuously move the onions in the frying oil to ensure that they crisp and color evenly. Remove with a spider or slotted spoon, and place on the paper towel lined plate to soak up any excess oil. Immediately season the fried onions with celery salt and toss. Repeat with each batch. Set the onions aside with the other hot dog toppings, while you cook and prepare the hot dogs.
Step 4
Grill the Hot Dogs: Using wooden or metal skewers, skewer the hot dogs evenly (do this slowly, as you want to make sure the skewer goes through the very center of the hot dog—if for whatever reason, you miss, just try again—hot dogs are forgiving!).
Step 5
Using a sharp paring knife and starting at one end of the hot dog, slice the hot dog at an angle until you reach the wooden skewer in the center. As you are cutting, slowly roll the hot dog away from you until you reach the other end. [If you have no idea what I’m talking about, watch this video—it helps!]. Repeat with each hot dog. Slide the hot dogs from the skewers—they should be spiralized.
Step 6
Heat an outdoor gas grill over medium-high heat. Grill the hot dogs until charred evenly on all sides.
Step 7
As your hot dogs are cooking, cut a lengthwise “V” out of the tops of the white sub rolls if using (or skip and use regular hot dog buns). Toast the buns on the grill or in a toaster oven.
Step 8
Place the hot dogs in the rolls or buns. Add chopped tomato to one side of the hot dog, and the sliced cornichon and sport peppers on the other. Top with a handful of celery salt fried onions and a nice squeeze of Dijon mustard (technically, if you’re a true Chicagoan, add Dijon mustard first). Serve immediately.