Preheat the oven to 400 degrees F.
Pour the vegetable oil into a 9-inch baking pan or heavy cast iron skillet. Place the pan into the oven as it preheats, allowing it to heat for at least 10 minutes.
Combine the cornmeal, flour, baking powder, salt and cayenne in a large mixing bowl and stir with a wooden spoon. Add the buttermilk and egg to the mixture, and stir well to blend. Pour the cornmeal batter into the preheated pan and bake in the oven for 25 minutes or until lightly golden brown. Remove from the oven and let cool before serving or using in the dressing.
Note: When making the dressing, make cornbread the day before.
Yield: 8 servings