Preheat deep fryer (or pot of oil) to 400 degrees F.
Deep fry each party roll for 30 seconds per side, using tongs or another utensil to hold the roll. Be careful of splatter from the hot oil.
Remove each roll when it is golden brown. Arrange on a paper-towel-lined plate and pat off excess oil.
In a bowl, mix together desired filling – we used chocolate-hazelnut spread and marshmallow fluff.
Fill either a piping bag with a long piping tip, or a bakery injector tool, with the filling mixture. Insert the tip or tool into the side of each party roll and squeeze in the filling.
Over a bowl or plate – dust each party roll with cinnamon sugar or powdered sugar.