lard (lard tastes the best, but it's not the healthiest and oil and shortening taste fine) or shortening, for deep frying (lard tastes the best, but it's not the healthiest and oil and shortening taste fine)
About 20 minutes before frying fill a deep saucepan halfway to 2/3 full of oil, lard, or shortening, and heat slowly to 365°F or follow the manufacturer's directions for set-up if using an automatic deep-fryer.
Sift together flour, sugar, and salt into a bowl.
Mix together the egg yolks, sour cream, whiskey, and vanilla, then make a well in the center of the dry mixture and pour the wet mixture inches.
Mix the ingredients until all of the flour is moistened.
Let dough rest 1-2 minutes.
Turn dough out onto a lightly floured surface and knead by folding opposite side over towards you, then using the heels of your hands to push the dough away, then give it a quarter turn and repeat process just until ingredients are well blended (always turn the dough in the same direction and use as little additional flour as possible).
Shape dough into a smooth ball and roll out on a lightly floured surface into a rectangle 1/8-inch thick (if you don't have enough space to do this, divide dough in half first, then roll out the halves seperately).
Use a spatula to loosen the dough, lift it slightly and sprinkle a little flour underneath anywhere the dough sticks.
With a floured knife cut the dough into diamond shapes about 2-inches wide at the center and 6-inches long (you can make a cardboard pattern beforehand and use that as a guide if you wish).
Make a 1-inch slit lengthwise at the center of each cookie, and pull one end through the opening, twisting slightly as you do.
Deep fry only one layer of cookies at a time (don't crowd the pan).
With a fork, turn the cookies several times as they fry and as they rise to the surface, but be careful not to pierce the cookie.
Fry until lightly browned (about 3 minutes).
Drain cookies over fat for a few seconds and then drain on paper towels.
Sprinkle cookies with powdered sugar while still hot.