In a large mixing bowl, combine 1 cup self-rising flour, 1 well-beaten egg, 1 cup milk, and 1/4 cup vegetable oil. Stir completely, or blend with an electric mixer. Have your zucchini rounds prepared for cooking. Heat 2 inches of oil in an electric deep fryer or a pot on the stove to somewhere between 345 degrees and 375 degrees. With tongs, dip pepper pieces in batter, allowing excess batter to drip into bowl, and then transfer to hot oil. You may fry several rounds at the same time. Fry until golden brown on both sides, and then remove with tongs or other utensil and place on paper toweling to drain. When all pieces are fried and removed, pat the upper side to remove any further excess oil. Now, place the Battered Deep-Fried Zucchini Rounds on a nice serving dish, and serve with Surfin' Seafood Cocktail Sauce or ketchup. Terrific!!!