In a large bowl add the warm milk, yeast and stir together. Let it sit for 15 minutes or until frothy.
Add the sugar, eggs and stir well until well combined.
Add the flour, baking powder, salt, rye flour and using your hands or a rubber spatula and mix together until no dry pockets are visible.
The dough will be sticky and that is fine. Cover with cling wrap and let it rest at room temperature for at least 1-2 hours. You can place it in the fridge overnight at this point or allow it to rest for another couple of hours.
Once doubled and fluffy transfer to a well floured surface and using your fingers spread out the dough to 18x13 inches approximately.
Using a pizza cutter, cut the dough into 30 pieces give or take and cover with a damp tea towel.
At this point, heat up the oil in a heavy bottom sauce pot. The oil should be atlas 3-4 inches high, you could use a smaller pot to reduce the oil but you will need to fry them in batches. Get a tray ready with the powdered sugar.
You know the oil is hot when you sprinkle a little flour into the hot oil and it puffs up/dissolves instantly without smoking. Or place a wooden chopstick into the oil and it should bubble.
Using your hands lift up a pice of the dough and brush of any excess flour before carefully placing in the the hot oil - away from you. I like to fry at least 5 pieces at a time.
Cook on each side for 1 and a half minutes, flip and continue cooking until puffed and golden.
Remove from the oil using a slotted spoon and transfer to the tray with powdered sugar. Repeat until you are done with all the dough.
Toss the fried dough in the powdered sugar while still hot and serve immediately with coffee.