In a medium bowl, add flour, baking powder, cinnamon, and salt. Whisk to combine.
In a separate bowl, add milk, sugar, eggs, and vanilla. Whisk together until combined.
Add the dry mixture to the wet and whisk until smooth and no lumps remain. The batter is at the right consistency when it is similar to a pancake batter.
To a shallow frying pan or a 9-inch skillet, add 1-2 inches of oil (about 2 cups). Heat the oil until it reaches a temperature of 375°F.
To a liquid measuring cup, add ½ cup of batter.
Line a wire rack with a paper towel.
When ready, drizzle the batter into the hot oil starting in the center, and continuing in a circular motion until you have about a 6-7-inch round funnel cake. Cook for 60-90 seconds, or until golden brown, flipping halfway to cook evenly on all sides.
Using a spider or tongs, carefully remove the funnel cake from the hot oil and place it on the paper towel-lined wire rack. Repeat with the remaining batter, making sure the oil temperature is back at 375°F before making each funnel cake.
Liberally dust with confectioners' sugar. Serve warm.