Freeze the candy bars. Combine the egg, milk and vegetable oil in a cup. In a medium bowl, combine the flour, baking powder and salt. Pour the wet ingredients into the dry ingredients and mix well with a whisk. Cover and refrigerate for a few minutes while the oil heats.

Heat 4 cups of oil to 375 degrees F in a heavy-bottomed pot or a deep-fryer. Remove the batter from the refrigerator and adjust the consistency, if necessary. Dip the chilled candy bars in the batter and gently put them into the oil. Cook only until the outside is golden. Remove the bars from the oil and drain on paper towels before serving.