Make the dough:

Pour the warm milk into a large bowl, then stir in the yeast, sugar, and a spoonful of flour. Let it sit for about 10 minutes, until the yeast activates and turns foamy.

Add the oil and salt, then work in the rest of the flour a little at a time. Knead until you have a smooth, elastic dough.

Cover the bowl with a clean kitchen towel and set it in a warm spot for about 45 minutes, or until the dough has doubled in size.

Shape the panzerotti:

Punch down the risen dough and divide it into 10 to 12 equal balls.

Roll each ball out with a rolling pin into a circle about ¼ inch (5 mm) thick, roughly the size of a small plate.

Fill them:

Spread a little ketchup over one half of each circle. Add the ham (or pork loin), then the shredded cheese, and finish with a sprinkle of oregano.

Seal them:

Fold the empty half of the dough over the filling to form a half-moon.

Press the edges firmly with your fingers, then crimp them with a fork so the filling doesn't leak out while frying.

Fry them:

Heat a generous amount of oil in a deep skillet.

Fry the panzerotti over medium heat on both sides until they turn a beautiful golden color with a crisp crust.

Transfer them to a paper-towel-lined plate to drain any excess oil.

Serve:

Serve the panzerotti warm, while the cheese is still melted and creamy. They're delicious with plain yogurt, a cool dipping sauce, or whatever sauce you love best.