In a large bowl, combine the flour, sugar, salt, and yeast. Make sure the yeast doesn't directly contact the salt, as it can slow down its activation.
Add the warm milk, melted butter, and egg, then mix with a wooden spoon or by hand until the dough comes together.
Knead the dough for about 8-10 minutes until it becomes elastic and smooth. If it's too sticky, add a little flour, but not too much to avoid making it tough.
Cover the dough with a kitchen towel and let it rise in a warm place for about 1 hour, or until doubled in size.
Once risen, turn it out onto a floured surface and divide it into 8-10 equal portions. Roll each portion into a long, oval shape about 0.5 cm thick, resembling a beaver's tail.
In a large skillet, heat the oil to about 350°F (180°C). It's important that the oil isn't too hot, or the dough may brown quickly on the outside but remain raw on the inside.
Fry the dough pieces one at a time, for about 1-2 minutes per side, until golden brown. If they brown too quickly, reduce the oil temperature.
Remove the fried dough and place them on paper towels to drain any excess oil.
While still warm, toss them in the cinnamon sugar to coat completely. Serve immediately!
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