Sorry for being slow on the uptake, but still not seeing the linkage between LSU and corndogs.
As best as I understand it, there is a general belief that he city of Baton Rouge has an odor about it that resembles corn dogs.
I've had to e plain this several times to confused LSU fans while I was at Auburn.
They just looked at me like "so that's why people keep yelling corn dog at me?"
It's a weird one, I'll admit.