Preheat the oven to 350°F. Combine the flour, salt, sugar, and baking powder in a bowl. In a second bowl, mix the egg, cream cheese, and vegetable oil. Add the wet ingredients to the dry ingredients and mix until well combined. Knead with your hands to form a supple dough and refrigerate for at least an hour.
Meanwhile, season the drumsticks with paprika, garlic, salt, and pepper. Add the oil and mix well. Place the coated chicken legs on a sheet pan lined with parchment paper and bake for 35 minutes. Let the chicken cool down and then separate the meat from the bone. Cut the meat into small pieces and clean the bone. Set the bones aside for now.
Put the chopped meat in a bowl, add the diced bell pepper, queso, and cheddar cheese, and mix until combined.
Take the dough out of the fridge and divide it into 5 equal pieces. Form the pieces of dough into round, flat circles.
Fill each piece of dough with 1 tbsp of the meat and cheese mixture. Place one of the clean bones in the middle and press the dough around it so it looks like a normal drumstick. Put the stuffed drumsticks into the freezer for about 20 minutes.
Heat some oil in a large pot to about 350°F and fry the drumsticks. Hold the chicken by the bone so you can get an even color all around and fry until they're golden brown.