Combine the Dry Ingredients: Add the all-purpose flour, fine yellow cornmeal, granulated sugar, baking powder, and salt to a medium-sized mixing bowl, then stir until evenly combined.
Form the Dough: Gradually add the milk while using your hands to bring the mixture together into a dough, adding more milk if needed; the finished dough should be soft but not wet or sticky.
Knead Gently: Knead the dough just enough to bring it together and make it smooth, taking care not to over-knead.
Shape the Festivals: Pinch or cut off pieces about the size of a large golf ball, then roll and shape each piece between your palms with a back-and-forth motion into a long, thick oval.
Prepare the Oil: Pour vegetable oil into a medium heavy-bottom pot and heat it over medium-low heat until ready for frying.
Fry the Festivals: Carefully place the shaped festivals into the heated oil and fry for about 8–10 minutes, maintaining a low to medium heat so the oil continues to sizzle gently around the dumplings.
Turn During Frying: Flip each festival halfway through cooking and continue frying patiently until the exterior becomes evenly golden brown and the dumplings are cooked through.
Check for Doneness: Tap a festival in the pan with a fork or spoon; when properly cooked, it should produce a hollow sound.
Drain and Cool: Remove the golden festivals from the oil and place them on a wire rack to drain excess oil and cool slightly.
Serve Warm: Enjoy the Jamaican festivals while they are still warm.