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For the Dip:

2 tablespoons mayonnaise

2 tablespoons sour cream

1 1/2 teaspoons ketchup

1/2 teaspoon Worcestershire sauce

1 tablespoon drained horseradish

1/4 teaspoon paprika

Pinch of cayenne pepper

Kosher salt and freshly ground black pepper

For the Onion:

1 large sweet onion, such as Vidalia (about 1 pound)

2 1/2 cups all-purpose flour

1 teaspoon cayenne pepper

2 tablespoons paprika

1/2 teaspoon dried thyme

1/2 teaspoon dried oregano

1/2 teaspoon ground cumin

Freshly ground black pepper

2 large eggs

1 cup whole milk

1 gallon soy or corn oil, as needed, for frying

Kosher salt