Whisk together the egg, milk and 2 teaspoons of vegetable oil in a bowl until smooth.
Stir in the pancake mix until no dry lumps remain.
Dip the cookies into the batter one at a time, and carefully place into the hot frying oil. Fry only 4-5 at a time to avoid overcrowding the deep fryer. Cook until the cookies are golden-brown, about 2 minutes.
Drain on a paper towel-lined plate before serving.