Preheat the oven to 375 degrees F and spray the mini muffin pan with nonstick spray.
For the muffins: Whisk together the buttermilk, melted butter, sugar and egg in a medium bowl. In another medium bowl, whisk together the cornmeal, flour, baking soda and salt. Add the wet ingredients to the dry ingredients and stir to combine. Don’t overmix.
Fill each mini muffin cup halfway with the batter. Gently push a piece of hot dog into the batter in each cup, being careful not to push it all the way to the bottom. Bake until the edges just start to brown and the muffins are cooked through, about 10 minutes.
For the Creole mustard sauce: Meanwhile, whisk together the mustard, mayonnaise, honey, hot sauce and vinegar in a small bowl.
Serve the mini corn dog muffins warm with the mustard sauce.