Heat canola oil in a deep skillet over medium-high heat until it registers 325°F.
In a mixing bowl, combine the flour, baking powder, sugar, and salt. Using your fingers, rub the butter into the flour mixture until it resembles pea-size crumbles. Add the milk and form into a dough. Divide the dough into 7 or 8 (2-ounce) balls. Working in small batches, fry the dumplings until puffed and golden brown on all sides, about 10 minutes. Transfer to a plate lined with paper towel and drain. Serve.