Make the sauce. Add all mayo ingredients to a small bowl or container, and whisk until smooth and well combined. Store in an airtight container in the refrigerator until ready to use. Can be made in a day or 2 in advance. The dill flavor becomes more pronounced as it sits, so it is best to make this mayo at least an hour in advance of serving.
Make the beer batter for the cheese curds. Combine the beer, flour, baking powder, chopped pickles, pickle brine/jar liquid, garlic powder, dill, salt, and pepper in a blender until well combined and a thick batter forms.
Before frying, set a cooling rack over a large baking sheet near your work station (line with paper towels under the rack to minimize mess). Heat 2” of canola oil (or other high smoke point neutral oil) in a large, deep frying pan over medium-high heat until shimmering, about 4-5 minutes. Test with a small pinch of batter- if it float to the top and sizzles on contact, the oil is ready to fry. Alternatively, you can fry them in a deep fryer at 375 degrees.
Working in small batches, careful not to overcrowd the pan (or fryer basket), dip the cheese curds one by one into the batter- you want to essentially scoop the batter with each curd and immediately (and carefully- letting any excess batter drip off) drop the battered curds into the hot oil. Fry the curds very briefly- 1-2 minutes a side until light golden brown. Using a slotted spoon, carefully transfer to a cooling rack to drain. Repeat until all curds are fried. (see recipe card below for full instructions and ingredients list).
Serve hot with Sriracha Dill Sauce.