In small bowl, beat eggs slightly. Beat in sugar and salt. Alternately beat in flour, 1/4 cup at a time, and milk, 1/4 cup at a time, until smooth. Stir in vanilla.
In deep fryer or heavy saucepan, heat 3 to 4 inches oil to 375°F. Place rosette iron in hot oil for about 30 to 60 seconds or until iron is hot. Gently dip hot iron into batter; DO NOT ALLOW BATTER TO RUN OVER TOP OF IRON.
Return iron to hot oil, immersing completely for 25 to 30 seconds or until rosette is crisp and lightly browned. (If rosettes drop from the mold, the oil is too hot. If rosettes are soft, increase cooking time.) Remove from oil; allow oil to dip off. Gently slip rosette off iron onto paper towel. Repeat for remaining cookies.
Cool completely. Sprinkle with powdered sugar. Store in tightly covered container. If powdered sugar dissolves, sprinkle again before serving.