Prepare the batter: In a huge bowl, whisk collectively the flour, baking powder, salt, and sugar. Whisk egg, milk, and vanilla extract. Gradually add the wet ingredients to the dry ingredients, stirring until smooth. The batter should be thick, but pourable. Adjust with more milk if necessary.

Heat the oil: In a large frying pan, heat about 1-2 inches of oil to 350°F (175°C). Make sure you monitor the temperature with a kitchen thermometer, as consistent heat is key for even cooking.

Form the funnel cake: Using a funnel (or a zip-top bag with a small corner cut), pour the batter in a circular motion into the hot oil, creating a lacy, spiraled web of batter.

Fry until golden: Fry the funnel cake for about 2-3 minutes on each side or until golden brown. Use a slotted spoon or tongs to carefully flip it halfway through cooking.

Remove the funnel cake from the oil and place it on paper towels to drain before serving.