Preheat oven to 400°F Line muffin pan with paper liners or coat with cooking spray.
Stir together cornmeal, flour, sugar, baking powder, salt, chili powder, cumin, and garlic powder. Make a hole in the bottom of the bowl and pour in milk, beaten egg, and oil. Stir just until blended. Fold in cheese.
Drop a spoonful of batter into each muffin cup. Place hot dog piece into batter. Fill with enough batter to cover the hot dog (This does not mean drown the hot dog. It means make sure the piece is covered in batter because the batter will rise).
Bake 10-12 minutes. Muffins should be lightly browned and clean when toothpick is inserted. Let cool before removing from pan.