Pour 1-inch-deep oil into a heavy pan; heat to 375 degrees F (190 degrees C).

Beat together egg and milk in a large bowl. Sift flour, salt, sugar, and baking powder into the bowl; beat into egg mixture until smooth.

Pour batter through a funnel over hot oil with a circular motion to form a spiral. Fry in hot oil until bottom is golden brown; flip and continue cooking until golden brown all over. Drain on paper towels. Continue cooking remaining batter.

Sprinkle cakes with confectioner’s sugar while still warm.