Beat egg. Mix in milk. Sift flour, salt, sugar, and baking powder; beat into egg mixture until smooth.
Pour oil into a heavy pan until it is 1 inch deep. Heat to 375 degrees F (190 degrees C).
Pour batter through funnel into oil with a circular motion to form a spiral. Fry until lightly brown; turn over to brown the other side. Cook to golden brown, and remove to drain on paper towels. Sprinkle with confectioner's sugar while still warm.