Whisk the eggs, milk, sparkling water, sugar and vanilla in a mixing bowl. Whisk in the flour, nutmeg and salt.
Preheat oil
Heat the oil to 350 °F (180 °C).
Have ready a baking tray lined with paper towel a bamboo skewer and a slotted spoon or spider (strainer with a long handle.).
Fry rosette cookies
Heat a rosette iron in the oil for a few seconds and then dip into the batter, taking care not to have the batter come up over the top of the iron.
Submerge the iron into the oil and let cook for about 30 seconds, then, use the tip of the skewer to loosen the rosette off of the iron.
Let the rosette cook for another 30 seconds, until golden brown and remove with the slotted spoon onto the baking tray to drain and cool.
Repeat, being sure to keep the iron hot before dipping into the batter. Once you get started, you’ll develop a rhythm and be able to have a few rosettes cooking at once.