This recipe has been perfected over the years and this is the best yet. We have even frozen these cookies with no problem. A shortcut to note: We use a pasta machine to roll strips of the dough and then cut.
Heat 2 inches oil in a deep-fryer or deep cast iron skillet to 375 degrees F (190 degrees C).
In a large bowl, beat the eggs, sugar, vanilla, heavy cream baking powder and salt with an electric mixer until smooth and well blended. Gradually mix in the flour, 1 cup at a time until the batter is too stiff to stir. Turn out onto a floured surface and knead in enough additional flour to make a smooth and soft dough. Roll out pieces of dough to 1/4 inch thickness. Cut into 2x3 inch rectangles. Make a slit in the center of the square but do not go all the way to the ends.
Fry cookies in hot oil, turning once, until golden. Drain in a colander. When the cookies are all fried, place them into a large container and dust them with confectioners' sugar.