Beat egg with milk. Blend dry ingredients except confectioner's sugar and gradually add egg mixture, beating until smooth. Heat at least 1-inch of oil in skillet or deep fryer to 375°. Place thumb over bottom opening of funnel. Pour batter in. Remove thumb and drop into hot oil using a circular motion to form spirals about 4-inches in diameter for each cake. Remove when golden brown. While cake is still warm, sprinkle with confectioner's sugar. Best served warm.