Worst: Corn Dogs Which state invented the corn dog? Texas claims to have unveiled this deep-dried fat bomb at a state fair in 1942, but Minnesota wants credit too. But why boast? Anything deep-fried is usually best to avoid, but this snack is in its own category, packing about 20 grams of fat and loads of sodium. A better idea: Choose a hot dog under 150 calories and 14 grams of fat, and limit sodium to under 450 milligrams. And have it on a whole grain bun.