FRIED RIBBON COOKIES

Steps:

• Blend the butter, sugar, and salt in the food processor. Add the milk, egg and yolk, rum, lemon juice, and citrus zests, and process everything together until smooth. Scrape down the sides of the bowl, dump in all of the flour, and process in pulses until the dough comes together. Clean the bowl again, and pulse a few more times to mix thoroughly.
• Scrape the dough out onto a lightly floured work surface, and knead briefly into a soft, smooth ball. If it is sticky, knead in more flour in small amounts. Wrap the dough tightly in plastic, and chill for 30 minutes to an hour. (You can keep it refrigerated up to a day, but let it return to room temperature before rolling.)
• Cut the chilled dough in half, and work with one piece at a time. Flatten the dough on a lightly floured work surface, and roll it out to a rough square shape, approximately 16 inches on a side. Trim the edges of the square, and with the fluted cutter divide it into ten strips, about 1 1/2 inches wide. Cut across all the strips in the middle to form twenty ribbons, each about 7 inches long (though they shrink after you cut them).
• One at a time, tie each ribbon into a simple overhand knot. If necessary, stretch the ends gently so they're long enough to knot. Place the knotted crostoli on a sheet pan lined with parchment or wax paper as you work, leaving room between them so they don't stick to each other. Roll out the second piece of dough; cut and tie ribbons the same way.
• Meanwhile, pour vegetable oil in the pan to a depth of 2 inches or a bit more. Set over medium heat to reach frying temperature gradually. When you're ready to start frying, raise the heat, and test the oil by dropping in a scrap piece of dough; the fat should bubble actively around the dough, but it shouldn't get dark quickly. (If you have a frying thermometer, heat the oil to 350˚. And be sure to use long-handled tools, hot pads, and caution when deep-frying.)
• Using long-handled tongs, quickly drop the first batch of crostoli into the fryer-raise the heat to return the oil to frying temperature. Don't crowd the cookies-fry only ten or twelve at a time in a 10-inch-diameter pan. The cookies first drop to the bottom, but soon float to the surface. Turn them frequently with tongs and a spider or slotted spoon, to cook evenly.
• Fry the crostoli for 4 minutes or so, as they color gradually to dark gold. Adjust the heat as needed to maintain oil temperature and prevent too rapid browning. When crisp and golden all over, lift them from the oil with a spider or spoon, drain off oil, then lay them on layers of paper towel to cool. Fry the remaining crostoli in batches the same way; drain and cool. Store in a sealed cookie tin or plastic container, and keep them dry.
• To serve, pile the cooled crostoli on a serving plate in a heaping mound. Put the powdered sugar in a small mesh sieve, and dust generously over the cookies.