Chill or freeze Twinkies for several hours or overnight.
Heat 4 cups vegetable oil in deep-fryer to about 375 degrees Farenheit.
Mix together milk, and oil.
In another bowl, blend flour, baking powder and salt.
Whisk wet ingredients into dry and continue mixing until smooth. Refrigerate while oil heats.
Push sticks into Twinkies lengthwise, leaving about 2 inches to use as a handle, dust with flour and dip into the batter. Rotate Twinkie until batter covers entire cake.
Place carefully in hot oil. The Twinkie will float, so hold it under with a utensil to ensure even browning. It should turn golden in 3 to 4 minutes. Depending on the size of your deep fryer, you might be able to fry only one at a time, two at the most.
Remove Twinkie to paper towel and let drain. Remove stick and allow Twinkie to sit for about 5 minutes, and dust with icing sugar if desired before serving.