1. Split the vanilla pod and scrape out the seeds. In a saucepan bring the milk, water, butter, sugar, salt and vanilla seeds to the boil.
2. Take off the heat, add the flour all at once and beat vigorously with a wooden spoon; return to the heat and "dry" the dough for 1-2 minutes until it comes away from the sides of the pan and leaves a thin film on the bottom.
3. Transfer to a bowl, cool for 5 minutes, then beat in the eggs one at a time, mixing thoroughly after each, until you have a glossy, soft dough that hangs from the spoon in a V shape.
4. Heat the oil to 170 °C (no hotter!) in a deep pan and drop in walnut-sized dumplings using two teaspoons, not too many at once.
5. Fry for about 5-6 minutes; they turn over by themselves and triple in size; when evenly golden, lift out onto kitchen paper.
6. Serve cooled, dusted with icing sugar (you can also fill them with natillas or whipped cream).
Tip: They're eaten on All Saints' Day – moderate oil temperature is the key: in oil that's too hot they burn outside before puffing up hollow, like "wind", inside.
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