Combine all dry ingredients. Cut in shortening to resemble fine crumbs. Combine egg and milk then add to dry mixture. Stir until mixed. For cooking over an open fire, skewer wiener, spread wiener with corn meal mixture and roast over hot bed of coals, turning continuously until corn covering is done. For deep fat frying, heat oil to 325 degrees. Skewer wieners, spread with corn meal mixture and fry until brown.