This recipe is from my grandmother's collection—I've never tested them so I can't vouch for them, but I'm uploading the recipe as she wrote it by request!
She writes in the headnote: "Our friend Jean Duke taught me how to make these Love Knots. Her recipe was a handful of this and that, so I worked out my own measurements. It's really very simple once you get the knack.
This is really a treasured recipe. Remember the times when I made a platter full of these love knots and served them to your friends .... I do."
With a pastry blender, cut in flour and shortening; then add egg yolks slightly beaten and blended with milk and vanilla. Mix and blend well until all flour is absorbed. The dough should come away from the bowl completely clean. Also, there should be no sticky hands—the dough is of right consistency when it is pliable and does not stick to hands, rolling pin, or table top on which dough is rolled. No flour is needed when rolling this dough.
Roll small pieces of dough at a time and roll thinly. Then cut—using a small pastry wheel or knife—into small strips about 1 1/2 to 2 inches wide and about 3 inches long. The size can vary and that adds interest.
Slit strips in middle and put top through center slit and pull gently to form a knot. Drop in heavy skillet of deep hot fat (crisco)... perhaps 5 or 6 at a time. The strips—or rather the knots—puff up in frying.
Remember: It only takes a minute or so and the love knots must be turned using a fork. With another second or so the pastry is golden and ready to remove from skillet to drain on paper towels. While warm, coat love knots with sifted confectioners sugar and be generous—there's no sugar in the dough.
Hints: You must work quickly in frying the love knots. Fairly high heat must be used and more shortening may have to be added to skillet; and if so be sure the fat is hot before continuing frying. And — NO INTERRUPTIONS — lt the phone ring!! (Editor's note: this part makes me laugh!) The frying takes less time than the making and rolling out of the dough, the latter taking most of the time.