4 egg yolks
1 whole egg
1/2 teaspoon salt
1/3 cup confectioners' sugar
2 tablespoons rum or brandy
1 teaspoon vanilla extract
1 1/4 cups flour
3 cups vegetable shortening for frying
Confectioners' sugar for topping

In a large bowl of an electric mixer, combine egg yolks, egg and salt. Beat on highest speed until mixture is thick and drops softly from the beaters, 7 to 10 minutes,

Beat in sugar, a small amount at a time. Beat in rum and vanilla extract. Remove from mixer. Fold flour into mixture by hand until incorporated.

Turn dough onto generously floured surface. Knead dough until blisters form on the dough, about 10 minutes. Add small amounts of flour as needed to surface to keep dough from sticking. Divide dough in half. Cover one half with inverted bowl, towel or plastic wrap to prevent drying.

Roll out other half of dough as thin as possible, (about an 8 x 12-inch rectangle). If dough resists, let it rest for a few minutes and resume rolling. Cut dough into 2 x 4-inch rectangles. Make a 2-inch slit from center almost to end of each dough strip. Pull opposite end of strip through slit to twist the dough. Repeat with remaining dough.

In a large skillet, heat vegetable shortening until it reaches 350 degrees F on a deep-fat fry thermometer. (This is important, if the oil is too cool, dough will absorb too much oil; if it is too hot, the pastry will burn on the outside and not cook properly on the inside.) Add a few angel wings at a time and fry until golden on both sides, turning about halfway through cooking time, about 1 1/2 minutes total. Remove to drain on paper towels. Repeat with remaining angel wings until all are fried. Cool completely and dust liberally with confectioners' sugar. Store in airtight container.