Preheat oil in large heavy pot over medium high heat. Mix flour and cayenne pepper in shallow dish. In medium bowl, whisk eggs, buttermilk and dill. Put bread crumbs in second shallow dish. Thread 1 gherkin, 1 cocktail onion and 1 pickle chip on each cocktail pick. Once oil reaches 350, toss skewers in flour mixture, shaking off excess; dip in egg and then dredge in bread crumbs until fully coated. Drop skewers gently into oil and fry f to 4 minutes. Drain on paper towels and season with salt and pepper to taste. Serve with ranch dressing.