Put all the ingredients in a medium bowl and knead very well.
Make the dough into a ball, cover it with a damp tea towel and let it rest for at least 2 hours in a warm place.
Divide the dough in smaller balls and roll them into thin circles (about 3 mm – 0.1 inch thick).
Heat up the vegetable oil until it reaches 200°C - 390°F. Deep fry the bhatura by spooning the hot oil on the top to make it puff. Turn to brown on both sides, then drain it on kitchen paper and serve hot with some Chole.