Sweet, elongated pastries from Mexican bakeries are a colorful, sugary treat. This family-friendly pan dulce is a crispy, sweet confection perfect for afternoon snacking.
Warm the milk to lukewarm (about 105°F), then stir in the yeast and a pinch of sugar. Let it bloom for 5–10 minutes until foamy.
In a large bowl, whisk together flour, sugar, and salt. Make a well in the center and add beaten eggs, vanilla extract, and the proofed yeast mixture. Mix until a shaggy dough forms.
Knead in softened butter, a tablespoon at a time, until fully incorporated. Knead for an additional 8–10 minutes by hand until the dough is smooth and elastic.
Cover the bowl with plastic wrap and let the dough rise in a warm spot for about 1 hour, or until doubled in volume.
Punch down the dough. Divide into 8 equal pieces. Roll each piece into a rope 8–9 inches long and about 1 inch thick.
Heat vegetable oil in a deep pot to 350°F. Fry the banderillas in batches for 2–3 minutes per side, turning for even golden color and crispy texture.
Remove pastries with a slotted spoon and drain on a rack or paper towel. While still warm, roll each banderilla generously in colored sanding sugar. Cool before serving.