Mix the oil and water in a suitable container and put them to heat up on the stove.
Add the baking powder, vanilla and flour all at once. Stir nonstop with a wooden spoon until the dough thickens and starts separating from the walls of the pot.
Take it off the stove, cool, tear a ball from the dough and flatten it with your palms. Place a chopped piece of Turkish delight in the middle and form into a ball.
Place all of thus prepared balls in a tray with baking paper.
Bake in a preheated 356°F (180 °C) oven until ready.
Take them out and sprinkle generously with powdered sugar.