Cut each hot dog sausage into 4 equal-sized pieces, cut the cheese into small cubes, get a barbecue skewer and stick a piece of sausage in it, then a mozzarella cube, another sausage and finally, one last mozzarella cube. Set aside.
Repeat this process with the rest of the sausages and cheese dices.
Into a bowl, add the wheat flour, the milk, the egg, the sugar and the salt. Mix it all together very well until it fully combines and a batter is formed.
Pour this batter into a tall glass, so that we can dip our skewers in it and fully cover them in batter.
Dip a skewer in the glass, remove and drain the excess batter. Then put the skewer in a baking dish filled with breadcrumbs or Panko flour, coat it well. Set aside.
Fry in very hot oil and be careful with it.
Serve.