2. Finish the batter. In a small bowl, whisk the egg and sherry until frothy, then whisk in the lukewarm milk, then the flour. Whisk just until combined, not until foamy.
I did not grow up with rosettes, I know some people have grandmas and moms that make them every year for the holidays and I bet that is a wonderful way to learn the tricks to these since they are a tricky treat to make. I've found that after heating up the iron in the oil, once you dip it into the batter leave it there for 10 seconds sizzling to make sure the batter has adhered to the mold. I had a few slip right back into the batter as I was pulling out the mold after dipping if I did not wait long enough.
I made a quick glaze with powdered sugar and a teaspoon or two of milk and then dipped them into the glaze and quickly shook nonpareil sprinkles over the top. These brightly colored sprinkles always make me think of cookies from a Mexican bakery. Can't wait to share these with my family, it's been about a year since I pulled out the rosette irons, so they are in for a treat :)