In a mixing bowl, pour flour, add nutmeg and baking powder, and mix together using a mixer or hand.
Add butter/margarine and mix together until well combined. Then add egg and mix.
In another bowl, pour milk, add the sugar and salt, allow to dissolve in the milk, and add to the above mixture. Mix everything together thoroughly. Add little water until it forms a dough, Drop dough on a floured rolling mat or board.
Knead properly and more flour can be incorporated as needed until the dough is smooth (Do not add too much water, it should not be too hard and not too soft). Leave it to rest for 30 minutes at room temperature.
Place a pot or saucepan on medium heat and add vegetable oil (I would advise to use a pot).
Start rolling the dough out on a rolling board or a rolling mat with a rolling pin, and cut into desired shapes.
Start frying when the oil is hot, and fry until golden brown.
Remove, drain, and serve.
Enjoy your crunchy chin-chin with any drink of your choice.