Combine egg, milk and vegetable oil in a cup. In a bowl combine flour, baking powder, and salt. Pour the wet ingredients into the dry and mix well with a whisk. Cover and chill for a few minutes as you heat the oil.
Use a chocolate covered candy bar for best results and make sure that it is chilled, some bars work better if frozen (Mars is the "traditional" bar but Snickers, Almond Joy, and even Twix and Kit Kat will work.) After the candy bars are chilled and cut remove the batter from the refrigerator and adjust the consistency if necessary.
Heat about 4cups of oil or shortening in a medium skillet to 385 F. Drop the chilled candy bar in the batter and gently place into the oil. Cook only until the outside is golden. Remove and drain on brown paper. Allow to cool a minute, the inside can easily burn your mouth