Heat oil in a large, deep skillet to 375°F. Prepare your cookie resting space by placing a wire rack over a layer of paper towels to catch any excess oil.
In a large bowl, beat together the eggs, sugar, and salt until well combined. Gradually add the flour, milk, and vanilla extract, beating until the batter is smooth and free of lumps.
Submerge the rosette iron in the hot oil for 2 minutes to heat thoroughly. Lift the iron, allowing any excess oil to drain back into the pot.
Dip the hot rosette iron into the batter, submerging it to about half of the iron. Be careful not to coat the top edge, as this prevents the batter from sticking.
Immediately dip the batter-coated iron into the hot oil. Fry until the rosette is golden brown, about 30 seconds.
Carefully lift the rosette iron from the oil and allow any excess oil to drain. Use a fork to gently slide the rosette off the iron onto the prepared wire rack.
Reheat the rosette iron in the hot oil for 1 minute before dipping it into the batter again. Continue frying until all the batter has been used.
Once cooled, sprinkle the rosettes generously with powdered sugar. Serve immediately for the best crisp texture.