Whisk together flour, salt, paprika, and cayenne. Divide into two separate bowls and set aside.
Pour milk into a bowl.
Add frying oil to a deep fryer or a heavy bottomed pot with a candy thermometer. Make sure the oil is deep enough so the onion petals can swim freely and not touch the bottom.
Heat the oil to 375°.
Prepare the onions for frying by coating in flour, dipping in milk, then coating in flour using the other bowl.
Fry the onion petals, and fry in batches if needed. You want the petals to have enough room to swim freely and not overcrowd each other. Fry for a couple of minutes, then flip them. Fry until golden brown. If frying in batches, allow the oil to reach 375° again before beginning to fry a new batch.
Remove with a spider strainer (or the basket that came with your deep fryer) and transfer to a plate lined with paper towels.