In a large bowl, combine the flour, baking powder, African nutmeg and sugar. Add the margarine a few pieces at a time and begin to combine until the mixture is crumbly.
Slowly add the milk until the dough becomes stretchy. Note that the dough should not be sticky, so take care not to add too much liquid.
Transfer the dough to a floured work surface. Roll the dough out to 1/4 inch (6 mm) thick, then knead it into a ball. Divide the ball in half and roll out each half to 1/8 inch (3 mm) thick. Slice the dough into long strips that are 1/4 inch (6 mm) wide. Cut the strips into small squares.
Heat the oil in a large pot to 375˚F (191˚F). Add the chin chin to the oil and fry for 3 minutes, turning about 1 to 2 minutes in, until they are golden brown and crisp.
Remove the chin chin from the oil with a slotted spoon and transfer them to a large baking sheet lined with paper towels.
Store chin chin in an airtight container for up to 1 month.