Make the Dough: To a bowl, add bread flour, sugar, salt, yeast, baking powder, and grated nutmeg. Whisk the dry ingredients to combine.
Add Wet Ingredients: Add an egg, water, and oil to the dry ingredients. Mix first with a wooden spoon, then by hand to form a dough. If the dough is tough, add a little more oil.
Rest the Dough: Knead the dough for about 5 minutes, cover with a clean kitchen towel, and let it rest at room temperature.
Prepare the Filling: In a skillet on low heat, add oil from two cans of sardines. Immediately add finely diced onion and celery. Cook until available, about 3-5 minutes. Then add the sardines, breaking them into bits. Season with chicken bouillon powder, cayenne pepper, and black pepper.
Roll the Fish Rolls: After the filling has cooled, take the rested dough, knead it again, and cut a piece about the size of a small golf ball. Roll it out, add a teaspoon of the filling to one end, roll twice to cover the filling, press the ends to seal, then roll all the way to make a fish roll.
Fry the Fish Rolls: Heat oil to about 250°F. Fry the fish rolls until they are a beautiful golden brown color, about 5 minutes on low heat. Place on paper towels to absorb excess oil.