Add sugar to the slightly beaten eggs, then add in the milk. Sift flour with the salt, then stir into the egg mixture, beating until smooth. This should be a consistency comparable to heavy cream. Add in the vanilla extract, stirring till just combined.
In a heavy pot like a dutch oven or deep fryer, add about 2 inches of vegetable oil. Heat to 375 degrees F on your candy or deep fryer thermometer for about 1-2 minutes. Do not get too hot or it will burn your batter! Attach the rosette iron molds to the handle and immerse in the hot oil until heated. Shake off any excess oil or blot onto a paper towel (this will help the batter adhere better), then place the iron into the batter ONLY to the depth of the mold and not covering the top of the iron mold.
Place the dipped iron mold into the hot oil and fry for about 30 seconds or until golden brown - the foamy bubbling should subside after the initial frying so you can see. Lift the iron out and allow any excess oil to drip back into the fryer. Gently tap on the rosette or use a knife to loosen it onto a paper towel.
Cool rosettes with the open side down on a cookie rack or paper towel. Dust with powdered sugar, if desired.
Notes
If your first rosette cookies are not crispy, thin out the batter with a little more milk.
If your batter is not adhering to the molds or they are not crisping, check the temperature to make sure you're at 375 degrees and that your mold is getting hot enough.
Reheat at 300 degrees F for 1-2 minutes from fresh, or 3-5 from frozen.