In a large bowl, whisk together the milk and egg. Set aside.
In a separate large bowl, combine the flour, ½ tablespoon cornstarch, Mesquite seasoning, chili powder and cumin.
Cut the top of the onion about ½ inch down to make it set level (not the root end, the end that had the green growing from it). Peel the skin from the onion and place the uncut root side up. With a sharp knife, make 6 cuts about ½ inch down from the root end. Then rotate and make cuts in between the first cuts. Be sure not to cut too close to the root. With your hands, spread the cut onion slices apart to resemble a bloom.
Sprinkle the onion lightly with cornstarch. Place the onion in the flour mixture and to coat well. Be sure to spread the onion apart to get it all covered.
Dip the onion in the milk mixture to coat it well all over. Drain the onion from the wet mixture and place it back in the flour mixture to coat well.
Add enough oil to a deep Dutch oven or pot that the onion can be submerged and heat to 375 degrees F.
Shake the excess flour off the onion and place it gently in the oil. Cook for 5 to 7 minutes or until a deep golden brown and crispy. Make sure the onion is covered well with oil to ensure an equal fry time on all parts.
Remove from the deep fryer and place on a wire rack to cool. Serve warm with dipping sauce.