Mix the milk and egg together in one bowl

In another bowl, mix the flour, paprika, oregano & salt

Cut the top and bottom off the onion and peel the skin off, then cut "X" into the onion stopping 1/2 inch to the bottom. Keep cutting X's until the onion resembles a lotus flower (around 5-7 "X" incisions)

After cutting the onion, coat the inside and outside of the onion in the milk & egg mixture, carefully coating in between petals

Place the onion on a plate and spoon flour mixture over the onion carefully getting into all the crevices

Repeat last two steps

In a small pot filled with oil, heat til oil is 350, place the onion in so that the flower is facing down towards the bottom of the pot cook til brown and crispy (7-8 mins)

Zesty sauce: 1/2 cup mayonnaise, 1/3 cup ketchup, 1/3 cup horseradish, 1 teaspoon sugar, 1 teaspoon paprika