Mix the flour, cornmeal, baking powder, salt, sugar, salt, and nutmeg (optional) in a large bowl.
First, add butter. Then make a well in the flour mixture and add the milk.
Mix ingredients together and knead the dough for about 30 seconds to 1 minute to form a soft dough.
Divide dough into 12-14 equal pieces. Set aside for 10 minutes or more.
If making festivals, shape dough by rolling with your hands as if you are making a log (as you would a sausage), and repeat the process until finished.
If making dumplings, shape them into biscuits and lightly flatten the dough.
Divide the circles in half and then place a slit on the dough.
In a large saucepan, pour vegetable oil until it is at least 3 inches deep and heat on medium until the oil is 350℉/177℃.
Fry until golden brown, about 7 minutes or more, depending on size. Remove with a slotted spoon and drain on a paper napkin. Let it cool.