Sift flour into a bowl. Add egg, egg white, salt, vanilla, rum, and enough milk to make medium hard dough. Knead well for 10 minutes. Cover and let stand for 15 minutes.
Divide dough into 3 equal pieces. Roll out each piece on lightly floured surface into 1/16 inch thick sheet. Cut with fluted pastry wheel into 6x1 inch strips. Carefully tie strips into knots.
Put vegetable oil into a large pot and bring to 175 C (350 F). Fry crostoli, turning once, for about 2 minutes. Drain on paper towel. Cool. Sprinkle with powdered sugar.
