I used to make corn dogs in my old sandwich maker, the kind that seals around the edges, and you can 'bake' in. They were totally yummy, and a lot healthier than the greasy fried ones.....although, greasy is part of the whole corn dog experience! Lakeland has some bakeware, can't remember what it's for, looks a bit like a twinkie pan, it would be easy to do baked corn dogs in those. I'm tempted to buy one everytime I go there!