In a large mixing bowl, combine the all-purpose flour, cornmeal, granulated sugar, baking powder, salt, ground cinnamon, and nutmeg. Whisk together until evenly distributed.

Add the vanilla extract and melted butter to the dry ingredients. Mix with a wooden spoon until the mixture resembles coarse crumbs.

Gradually add the milk, stirring continuously, until a soft but firm dough forms. The dough should be slightly sticky but manageable. If too dry, add milk one tablespoon at a time; if too wet, add a bit more flour.

Knead the dough gently in the bowl for about 2 minutes until smooth. Cover with a damp cloth and let rest for 10 minutes.

Pour vegetable oil into a deep pot or dutch oven to a depth of about 3 inches. Heat oil over medium-high heat to 350°F (use a kitchen thermometer to verify temperature).

While oil heats, divide the dough into 12 equal portions. Roll each portion between your palms into an oval or finger-shaped dumpling about 4 inches long and 1 inch thick.

Once oil reaches temperature, carefully lower 3-4 dumplings into the hot oil using a slotted spoon. Do not overcrowd the pot.

Fry for 3-4 minutes, turning occasionally with tongs, until golden brown on all sides and cooked through.

Remove fried festivals with a slotted spoon and drain on paper towels or a cooling rack set over a sheet pan.

Repeat frying process with remaining dumplings, maintaining oil temperature between batches. Serve warm.