In a large mixing bowl, sift together the flour, baking powder, baking soda and sea salt. Add in the eggs, vanilla and milk and whisk well. Let the mixture sit for about 20 minutes before cooking.
Prepare the oil:
Heat the oil in a large pot (we used a dutch oven). This should take about 4-5 minutes.
To make the funnel cakes:
Hold your funnel and place your finger on the funnel's smallest opening to block. Measure about a half cup of batter into the funnel and position above the oil.
Quickly remove your finger and drizzle the batter in a freeform pattern to make the funnel cake. Be sure to leave gaps as the cake will puff up slightly.
Let the funnel cake cook for about 1 minute before flipping, and fry each side until golden brown.
Remove to a paper-towel lined plate and repeat with remaining batter. (Scooping out any small pieces of funnel cake out of the oil to prevent burning.)