Fill a deep pot with the oil and heat to 360 degrees F. Set a wire rack over a sheet tray.
Meanwhile, combine the flour, cornmeal, sugar, poppy seeds, baking powder, salt and pepper in a large bowl. Whisk in the egg, buttermilk and hot sauce, if using. Place a 5-inch skewer halfway through the center of each cocktail frank. Dip the franks in the batter to coat, then place into the oil to fry until golden brown, 3 to 5 minutes. Remove with a slotted spoon or tongs to the wire rack. Repeat with the remaining franks and batter, being sure to return the oil to temperature between each batch.
Stand a frank up, and onto the skewer thread a tomato, pearl onion, sport pepper and cornichon. Sprinkle with the celery salt. Serve with the relish and mustard. Repeat with the remaining skewers.