Heat oil in a large skillet (preferably cast iron) over medium high heat until the oil reaches 350 degrees. Reduce heat to medium to maintain the heat.
In a medium mixing bowl, combine egg and milk.
In a separate bowl, combine flour, sugar, baking powder, and salt. Stir dry ingredients into the wet ingredients.
Pour batter into a funnel (with your finger over the tip), or spoon batter into a large plastic bag with a tip cut off.
Pipe batter into the hot oil making a squiggly design and working from the center out. Fry funnel cake for two minutes on each side.