Whisk the flour, sugar, nutmeg, baking powder and salt in a 30 cm / 12-inch bowl. Add the cold butter and rub it in with your fingertips for 2 to 3 minutes, until the mixture looks like coarse crumbs with no visible butter chunks.

Beat the eggs with the milk and vanilla, then pour into the flour and mix into a shaggy dough. Knead on a lightly floured surface for 3 to 4 minutes until smooth and firm. If it sticks, work in flour 1 tbsp at a time. Cover and rest for 20 minutes.

Divide the dough into 4 portions and keep the rest covered. Roll each portion to 5 mm / 1/4 inch thick, then cut into 1 cm strips and across into 1 cm squares. Toss the pieces in a mesh strainer to shake off loose flour.

Pour the oil into a 24 cm / 9.5-inch heavy pot so it's about 3 cm / 1 inch deep. Heat over medium until a thermometer reads 170 C / 340 F. A test piece should rise and sizzle within 5 seconds.

Fry in 6 batches of about 150 g raw pieces, stirring gently with a spider strainer for 3 to 5 minutes until deep golden brown. Adjust the heat between batches to hold 170 C / 340 F.

Lift each batch out, let the oil drip back, then spread on a sheet pan lined with paper towels. Cool for 15 minutes before tasting or storing, since the pieces keep crisping as they cool.