I buy Hebrew National Brand hot dog because they have no fillers and don't make me sick like reg ones tend to. However, they are expensive, if you are worried the fat content, buy the reduced fat type of dogs and same goes with the cheese.
You can also use a non stick pan and use cooking spray to cook both the dogs and the onions to reduce the fat even further.
Preheat oven to 350°F (175°C). Grease an 8x8-inch casserole dish or cake pan with butter or spray with cooking spray.
Heat oil & butter in a skillet over medium heat; add the hot dog slices and cook until hot dogs are browned, 6 minutes, when browned remove from the skillet and set aside to drain and cool a bit.
Add onion to the skillet add more butter and oil if needed, cook and stir, until it is translucent, about 5 minutes. Stir in the chili and allow it to just heat through.
Meanwhile, make cornbread mix using the egg, and buttermilk in a bowl with a spoon until batter is just moistened, and then stir in the cooled and cooked hot dogs until they are just incorporated.
Spread half of the corndog batter into the prepared baking dish. Top batter with the chili mixture; add cheese on top of that. Spread remaining half of corndog batter over the top.
Bake in the preheated oven until casserole is bubbling and cornbread topping comes out clean when a toothpick is inserted (into the top half only) and it is golden brown; about 20-25 minutes. Let stand for 5 minutes before serving. Serve with a a dollop of sour cream on top and a salad or veggie side dish.