Combine the powdered sugar and cinnamon in a small bowl and set aside. With the knife blade in a food processor bowl, add pecans, and chop until fine. Add the flour, sugar, milk, eggs, and vanilla. Process for 30 seconds or until smooth.

In a cast-iron deep skillet or Dutch oven, heat the vegetable oil to 375°.

Using a measuring cup or a funnel to make a thin stream of batter, pour 1/4 cup batter in a circle to form spiral in oil. Fry 1 minute until edges are golden brown. Turn and Fry until golden, about 1 minute. Drain on paper towels. Sprinkle with sugar-cinnamon mixture. Serve immediately.