In a large bowl, mix the flour, sugar, nutmeg, and baking powder.
Add the butter to the dry ingredients. Rub it in with your fingers until the mixture looks like fine, slightly oily crumbs.
In a separate bowl, whisk the egg and evaporated milk until well combined.
Pour the wet ingredients into the dry ingredients and mix until a dough forms.
Knead the dough lightly with your hands until smooth. Wrap it in cling film and let it rest in the refrigerator for about 10 minutes. If the dough feels too sticky, add a little flour. If it feels too stiff, add a small splash of milk or water.
Roll out the dough to about 1.5 to 2 cm thick. Then, cut it into long strips.
Cut the strips into small squares. Lightly dust them with flour and keep them on a tray or in a bowl to prevent sticking. Avoid using too much flour, as it can cause the oil to foam during frying!
Heat oil to 350°F and deep-fry the pieces in batches for 3 to 4 minutes, or until golden brown.
Transfer to a tray lined with paper towels to drain excess oil. Serve and enjoy!