Put the milk in a saucepan and heat it to 110°F (43°C). Use a kitchen thermometer to ensure it reaches the correct temperature.
Gently stir the yeast into the warmed milk and let it sit for 5 minutes. After the 5 minutes is up, stir the olive oil and cornmeal into the milk mixture. Then add the spelt flour, salt, baking soda, and paprika.
Stir until the ingredients are well-incorporated. Then knead the dough with clean hands for five minutes. Oil or wet your hands to prevent the dough from sticking so much.
Cover the dough with a clean dish towel and let it rise for 45-60 minutes. The dough will get puffy from the action of the yeast.
Cut the hot dogs in half widthwise. Insert the pointy end of a skewer into the cut ends of the hot dogs. Push the skewer through almost to the other end of each hot dog. (Watch the video in the recipe card if you need visuals!)
After the dough has risen, divide it into 14 pieces. Roll each piece into a thin 12-inch-long rope (30.5 cm). Feel free to use a ruler if it helps you get the right length- I did!
Spiral each rope of dough around one of the cut hot dogs, trying to cover each frankfurter as much as possible.
Mist your air fryer trays or air fryer basket with cooking oil spray.
Lay the uncooked corn dogs out in a non-touching single layer on the trays. (I needed to cook them in two batches.)
Whisk the egg in a small bowl. Brush the tops of the corn dogs with the egg wash.