Combine all the ingredients for the dip together in a bowl. Mix well, cover and refrigerate while you prepare the pickle fries.
Preheat 1 inch of oil in a skillet over medium heat to 350 degrees.
Pat dry the cornichons.
In a shallow bowl, whisk together water and egg until frothy. Slowly whisk in flour until a batter forms.
When the oil is hot, use tongs to dip the cornichons into the batter and then into the oil. Fry, in batches if necessary to avoid over crowding, until the cornichons are golden brown 2 - 3 minutes. Use a slotted spoon to transfer them to a paper towel lined plate. Sprinkle lightly with salt, if desired but remember the pickles are already salted. Serve with dip.
Notes
Disclosure: I was given the cornichons and mustard to try but was not compensated in any other way. I chose to write about these products because I really love them! Enjoy!