Combine the yeast and water in the bowl of a stand mixer. Set aside for 5 minutes so it can become slightly frothy. Mix in the eggs, milk and sugar until smooth.
In a separate large bowl, combine the corn muffin mix, flour, cornmeal and salt. Cube the cold butter and add to the bowl. Rub the butter into the dry ingredients using your fingertips until it becomes the texture of coarse sand.
Add the contents of the large bowl to the bowl of the stand mixer. Fit the stand mixer with the dough hook and knead for 6 minutes on medium until smooth, elastic and soft. It will be slightly sticky.
Pour a little vegetable oil into a large bowl, add the ball of dough and turn to coat. Cover with a clean kitchen towel and leave somewhere warm for 1-2 hours, until doubled in volume.
Shape the corndogs:
Tip the risen dough out onto a clean work surface, dusted with a bit of flour. Roll the dough out into a 20 x 10 inch rectangle, dusting as needed with flour to prevent it sticking to the rolling pin and surface.
Cut the rectangle into 6 even, tall triangles along the length of the strip (these should each be roughly 7 inches wide at the base and 10 inches tall).
Place one hotdog at the base of each triangle. Cover with about 2 tablespoons of the chilli and then 2 tablespoons of grated cheddar. Roll up, starting at the base, so the tip of the triangle is curled around the hotdog. Place on a lined baking sheet.
Preheat the oven to 350 degrees F and let the hotdogs rest for 15 minutes.
Sprinkle with the remaining cheese and bake for 20-25 minutes until the dough is starting to brown at the edges.
Remove from the oven, garnish with the chopped chives, and serve warm.
If you don’t have corn muffin mix stir together: 2/3 cup all-purpose flour + 1/2 cup yellow cornmeal + 1/4 cup granulated sugar + 1 tablespoon baking powder + 1/2 teaspoon salt + 2 tablespoons vegetable oil. Use this in place of the corn muffin mix.