Heat oil in deep-fryer to 375°f.

Whisk together the egg, milk, and 2 tsp of vegetable oil in a bowl until no dry lumps remain. Dip the cookies into the batter one at a time. And carefully Place into the hot frying oil. Fry only 4-5 at a time to avoid over crowding the deep fryer. Cook until the cookies are golden brown about 2 mins. Drain on paper towel-lined plate before serving.