Prevent your screen from going dark as you follow along.
  1. To make the dough: In a medium bowl, beat together the egg, egg yolk, rum (or brandy or whiskey), vanilla, salt, 1/4 cup of the confectioners' sugar, and sour cream until smooth. Stir in the flour to make a soft dough.

  2. Divide the dough in half, shape each half into a slightly flattened log, wrap, and refrigerate for at least 30 minutes, or as long as overnight.

  3. To shape: Working with one piece of dough at a time, roll out on a well-floured surface to a 12" x 10" rectangle, 1/8" thick. Cut the rectangle into two 5" x 12" pieces, then cut each piece crosswise into a dozen 5" x 1" strips.

  4. Cut a lengthwise 1" slit in the center of each strip. Carefully pull one end of the dough through the opening and, once through, give it a single twist. Lay the shaped dough on a baking sheet and repeat with the remaining dough strips. If the kitchen is very warm, refrigerate the shaped cookies while you work with the second half of the dough.

  5. To cook: Heat 2" of vegetable oil (or shortening) in a large, deep saucepan or deep electric frying pan to 375°F. Fry the cookies five or six at a time by dropping them into the hot oil and cooking for 60 to 90 seconds, turning them with a fork or tongs midway through. The cookies should be golden brown and crisp. Transfer them from the oil with a slotted spoon onto absorbent paper; immediately shower them with the remaining confectioners' sugar. Transfer to a rack to cool.

  6. Store cookies in an airtight container at room temperature for up to 2 days. These cookies are at their best when fresh.