To make the dipping sauce, combine all the ingredients and stir until smooth then pop in the fridge until serving.
Prepare the cooking oil by pouring the oil into a 10-inch heavy-bottomed skillet. Cast iron works great! The oil needs to be at least 1 inch deep. Place a candy thermometer on the side of the pan and heat the oil to 375 degrees. This will take about 10 minutes. Keep an eye on the oil, making sure it does not come to a boil. While frying the pickles, try to keep the temperature of the oil between 360 and 375 degrees.
If you are slicing your own pickles, slice them crosswise into 1/4 inch slices. Lay the pickles onto paper towels and pat dry.
In a small shallow bowl, combine the buttermilk and egg.
Place several pickle slices (about 6 to 8) into the bag with the flour mixture. Coat the pickles by gently shaking the bag. Dip the pickles into the buttermilk mixture. Return the pickles to the flour mixture and coat again.
Gently place the pickles into the heated oil. Fry until golden. This will only take 90 seconds to 2 minutes. Remove with a slotted spoon. Place on a plate lined with a paper towel. Repeat until all the pickles are cooked.
Serve with dipping sauce or eat as is. These are best when served warm.