In a medium bowl mix all the dry ingredients, flour baking powder, salt, sugar, grated orange, and nutmeg.
Stir in the milk, eggs, vanilla, and oil, mix well until everything has been fully incorporated. The batter should be smooth, thick, and spoonable.
In a large saucepan, pour vegetable oil, until it is at least 3 inches (or about 5 centimeters) high (too little will result in flatter balls), and place on medium heat until oil is 375 degrees.
I use my hands to scoop up the batter, you can do the same or use 2 spoons - one to scoop up the batter, and another spoon or spatula to drop it in the oil- in the shape of a ball. Do not overcrowd the pan. Do so in batches.
Fry for a few minutes until the bottom side is golden brown.
Turn the ball over and fry for a few more minutes until the other side is golden brown.
Use a large spoon or something like that to take it out of the oil. I usually place them on napkins right away to soak up some of the excess oil.
If desired, you can roll the finished product in table sugar or powdered sugar to make it sweeter.