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1
Blend the butter, sugar, and salt in the food processor.
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2
Add the milk, egg and yolk, rum, lemon juice, and citrus zests, and process everything together until smooth.
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3
Scrape down the sides of the bowl, dump in all of the flour, and process in pulses until the dough comes together.
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4
Clean the bowl again, and pulse a few more times to mix thoroughly.
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5
Scrape the dough out onto a lightly floured work surface, and knead briefly into a soft, smooth ball.
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6
If it is sticky, knead in more flour in small amounts.
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7
Wrap the dough tightly in plastic, and chill for 30 minutes to an hour.
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8
(You can keep it refrigerated up to a day, but let it return to room temperature before rolling.)
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9
Cut the chilled dough in half, and work with one piece at a time.
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10
Flatten the dough on a lightly floured work surface, and roll it out to a rough square shape, approximately 16 inches on a side.
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11
Trim the edges of the square, and with the fluted cutter divide it into ten strips, about 1 1/2 inches wide.
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12
Cut across all the strips in the middle to form twenty ribbons, each about 7 inches long (though they shrink after you cut them).
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13
One at a time, tie each ribbon into a simple overhand knot.
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14
If necessary, stretch the ends gently so theyre long enough to knot.
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15
Place the knotted crostoli on a sheet pan lined with parchment or wax paper as you work, leaving room between them so they dont stick to each other.
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16
Roll out the second piece of dough; cut and tie ribbons the same way.
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17
Meanwhile, pour vegetable oil in the pan to a depth of 2 inches or a bit more.
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18
Set over medium heat to reach frying temperature gradually.
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19
When youre 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 shouldnt get dark quickly.
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20
(If you have a frying thermometer, heat the oil to 350 .
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21
And be sure to use long-handled tools, hot pads, and caution when deep-frying.)
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22
Using long-handled tongs, quickly drop the first batch of crostoli into the fryerraise the heat to return the oil to frying temperature.
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23
Dont crowd the cookiesfry only ten or twelve at a time in a 10-inch-diameter pan.
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24
The cookies first drop to the bottom, but soon float to the surface.
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25
Turn them frequently with tongs and a spider or slotted spoon, to cook evenly.
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26
Fry the crostoli for 4 minutes or so, as they color gradually to dark gold.
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27
Adjust the heat as needed to maintain oil temperature and prevent too rapid browning.
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28
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.
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29
Fry the remaining crostoli in batches the same way; drain and cool.
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30
Store in a sealed cookie tin or plastic container, and keep them dry.
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31
To serve, pile the cooled crostoli on a serving plate in a heaping mound.
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32
Put the powdered sugar in a small mesh sieve, and dust generously over the cookies.