For Pastry:
Whisk together flour, powdered milk, sugar, yeast, and salt in a large bowl. Slowly stir in oil, then add water to form a thick but supple dough. Transfer to a floured work surface and knead until dough becomes smooth and malleable. Lightly oil a medium bowl, add dough, turn to coat, cover, and leave in a cool, dry place to rise for 30 minutes.
For Filling: Stir together all ingredients in a small bowl. Season to taste as necessary.
To assemble: Cover a cooling rack with paper towels and place on top of a rimmed baking sheet. Set aside. Pour oil into a 2-quart, heavy-bottom pot(a Dutch oven works well) and bring to 350°F over medium heat.
Meanwhile, shape dough into 8 to 10 portions the size of golf balls, then flatten into disks ⅛-to¼-inch thick. Place 2 tablespoons of filling on each dough round. Brush edges with beaten egg. Fold over and seal edges.
Fry in batches for 3 to 4 minutes, until golden all over. Remove with a slotted spoon and drain on prepared rack. Sprinkle with salt. Serve warm.